Estimation of an Integer-Valued Location Parameter.
Abstract
Let X1,X2,...,Xn be i.i.d N(i,1) random variables, and set d = (Xn), the nearest integer to the sample mean. Under the squared error loss it is shown that d is minimax and admissible in the class of integer-valued estimators. The problem of estimating in integer-valued location parameter is also considered. Under mild conditions, the maximum likelihood estimator is minimax and admissible with respect to zero-one loss.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 15, 1974
- Accession Number
- AD0785865
Entities
People
- Rasul A. Khan
Organizations
- Case Western Reserve University