Estimation of an Integer-Valued Location Parameter.
CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF MATHEMATICS AND STATISTICS
Pagination or Media Count:
Let X1,X2,...,Xn be i.i.d Ni,1 random variables, and set d Xn, the nearest integer to the sample mean. Under the squared error loss it is shown that d is minimax and admissible in the class of integer-valued estimators. The problem of estimating in integer-valued location parameter is also considered. Under mild conditions, the maximum likelihood estimator is minimax and admissible with respect to zero-one loss.
- Statistics and Probability