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On normal approximation for maximum likelihood estimation from single server queues

✍ Scribed by S.K. Acharya


Book ID
110385880
Publisher
Springer US
Year
1999
Tongue
English
Weight
80 KB
Volume
31
Category
Article
ISSN
0257-0130

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A note on admissibility of the maximum l
✍ Manabu Iwasa; Yoshiya Moritani πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 279 KB

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.