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On the Admissibility of the Maximum-Likelihood Estimator of the Binomial Variance

โœ Scribed by Lawrence D. Brown, Mosuk Chow and Duncan K. H. Fong


Book ID
115057059
Publisher
John Wiley and Sons
Year
1992
Tongue
French
Weight
237 KB
Volume
20
Category
Article
ISSN
0319-5724

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A note on admissibility of the maximum l
โœ Manabu Iwasa; Yoshiya Moritani ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.