Admissible estimation of the binomial parameter n (Q1820522)
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English | Admissible estimation of the binomial parameter n |
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Admissible estimation of the binomial parameter n (English)
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1986
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Let a random variable x have a binomial distribution B(n,p) with known \(p\in (0,1)\) and unknown \(n\in \{1,2,...\}\). It is shown that the estimator T for n given by \[ T(0)=-(1-p)/(p \ln p),\quad T(x)=x/p,\quad x=1,2,... \] is admissible under quadratic loss.
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inadmissible
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admissible estimator
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Hodges and Lehmann technique
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binomial distribution
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quadratic loss
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