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A note on admissibility of the maximum likelihood estimator for a bounded normal mean

✍ Scribed by Manabu Iwasa; Yoshiya Moritani

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
279 KB
Volume
32
Category
Article
ISSN
0167-7152

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✦ Synopsis

In estimating a bounded normal mean, it is known that the maximum likelihood estimator is inadmissible for squared error loss function. In this paper, we discuss the admissibility for other loss functions. We prove that the maximum likelihood estimator is admissible under absolute error loss.

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