Accession Number:

ADA083524

Title:

Estimation of Multinomial Probabilities.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1978-11-01

Pagination or Media Count:

18.0

Abstract:

This paper deals with the estimation of the parameters cell probabilities of a multinomial distribution. The maximum likelihood estimator MLE is known to be minimax and admissible with respect to a quadratic loss function. It is shown that the MLE is admissible with respect to a non-quadratic loss function. For the parameters of m multinomial distributions being estimated simultaneously and the loss being quadratic, an estimator is given which is shown to have smaller risk than the MLE for all but a small subset of the parameter space, when m is large. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE