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.
A note on the symmetry of normal mean hypotheses and its implications
โ Scribed by Xiaomi Hu
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 270 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0167-7152
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