A Comparison of the Maximum Likelihood Estimator and the Posterior Mean in the Single-Parameter Case

DOI10.2307/2290516MaRDI QIDQ4031119zbMATH OpenOpenAlexFDO

Authors Thomas Severini

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290516

zbMATH Keywords

large- sample version of the Pitman nearness criterionmaximum likelihood estimatormean squared errorposterior meanprior distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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(2)

• A revisit to the common mean problem: comparing the maximum likelihood estimator with the Graybill-Deal estimator
• Comparison of testing procedures utilizingP-values and Bayes factors in some common situations

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