Accession Number:
AD0785865
Title:
Estimation of an Integer-Valued Location Parameter.
Descriptive Note:
Technical rept.,
Corporate Author:
CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF MATHEMATICS AND STATISTICS
Personal Author(s):
Report Date:
1974-06-15
Pagination or Media Count:
16.0
Abstract:
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.
Descriptors:
Subject Categories:
- Statistics and Probability