Open Access
March, 1958 Some Problems of Simultaneous Minimax Estimation
Stanislaw Trybula
Ann. Math. Statist. 29(1): 245-253 (March, 1958). DOI: 10.1214/aoms/1177706722


In this paper, we give minimax estimates of the parameters of the multivariate hypergeometric distribution and of the multinomial distribution, and of some parameters of an unspecified distribution with known range. We use as loss a weighted linear combination of squared differences between the true and the estimated values of the parameters. Some properties of the minimax estimates obtained are discussed.


Download Citation

Stanislaw Trybula. "Some Problems of Simultaneous Minimax Estimation." Ann. Math. Statist. 29 (1) 245 - 253, March, 1958.


Published: March, 1958
First available in Project Euclid: 27 April 2007

zbMATH: 0087.14201
MathSciNet: MR93856
Digital Object Identifier: 10.1214/aoms/1177706722

Rights: Copyright © 1958 Institute of Mathematical Statistics

Vol.29 • No. 1 • March, 1958
Back to Top