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On the probability density of a maximum likelihood mean frequency estimator

โœ Scribed by Ritcey, J.


Book ID
117906651
Publisher
IEEE
Year
1987
Weight
229 KB
Volume
35
Category
Article
ISSN
0096-3518

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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.