Open Access
December, 1986 Admissible Estimation of the Binomial Parameter nn
S. M. Sadooghi-Alvandi
Ann. Statist. 14(4): 1634-1641 (December, 1986). DOI: 10.1214/aos/1176350185

Abstract

Suppose that X has a binomial distribution B(n,p), with known p(0,1) and unknown n{1,2,}. A natural estimator for n is given by T(0)=1,T(x)=x/p,x=1,2,. This estimator is shown to be inadmissible under quadratic loss. It is shown that modifying T(0) to T(0)=(1p)/(plnp) results in an admissible estimator. For p12 it is further shown that this is the only admissible modification of T(0). A partial result is also obtained for p<12.

Citation

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S. M. Sadooghi-Alvandi. "Admissible Estimation of the Binomial Parameter n." Ann. Statist. 14 (4) 1634 - 1641, December, 1986. https://doi.org/10.1214/aos/1176350185

Information

Published: December, 1986
First available in Project Euclid: 12 April 2007

zbMATH: 0615.62007
MathSciNet: MR868327
Digital Object Identifier: 10.1214/aos/1176350185

Subjects:
Primary: 62C30
Secondary: 62F20

Keywords: admissible estimator , Binomial parameter n , Hodges and Lehmann technique

Rights: Copyright © 1986 Institute of Mathematical Statistics

Vol.14 • No. 4 • December, 1986
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