Estimation of Multinomial Probabilities.

Abstract

This paper deals with the estimation of the parameters (cell probabilities) of a multinomial distribution. The maximum likelihood estimator (MLE) is known to be minimax and admissible with respect to a quadratic loss function. It is shown that the MLE is admissible with respect to a non-quadratic loss function. For the parameters of m multinomial distributions being estimated simultaneously and the loss being quadratic, an estimator is given which is shown to have smaller risk than the MLE for all but a small subset of the parameter space, when m is large. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1978
Accession Number
ADA083524

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People

  • Khursheed Alam

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  • Clemson University

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  • Algorithms
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  • Mathematics

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  • Approximation Theory.
  • Calculus or Mathematical Analysis

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