On Some Properties of Hammersley's Estimator of an Integer Mean.
Abstract
Hammersley (J.R.S.S., 1950) proposed d = n.i. (X bar sub n) (nearest integer to the sample mean) as an estimator of a normal integer mean. It is proved that d is minimax and admissible relative to 0-1 loss. However, relative to squared error loss, the estimator is neither admissible nor minimax. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1971
- Accession Number
- AD0742902
Entities
People
- Rasul A. Khan
Organizations
- University of Wisconsin–Madison