Results on double sample estimation for the binomial distribution

DOI10.1214/AOS/1176346728MaRDI QIDQ797248zbMATH OpenOpenAlexFDO

Authors Arthur Cohen, Harold B. Sackrowitz

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346728

zbMATH Keywords

binomial distributiondouble sample estimationinadmissibility of the Miller-Freund procedurelinear combination loss functionssequence of i.i.d. Bernoulli variablesunbiasednessvector loss function

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05) Complete class results in statistical decision theory (62C07) Admissibility in statistical decision theory (62C15) Sequential estimation (62L12)

Review text

The authors consider a sequence of i.i.d. Bernoulli variables with parameter p, 0\(\leq p\leq 1\). A complete class result is obtained for double sample estimation and sequential estimation. The complete class result can be applied to prove that if the loss is a linear combination of squared error and cost of sampling then any estimation procedure (with its sampling rule) where the sample proportion is the terminal decision is inadmissible except for the case where the total sample is a single observation. If the terminal decision loss function is squared error divided by p(1-p) and the overall loss is a linear combination, then any double sample procedure in which the estimate is the sample proportion is inadmissible. These last two results demonstrate the inadmissibility of the Miller- Freund procedure for various linear combination loss functions. Finally, it is shown that the sample proportion as a true double sample estimate is not unbiased.

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• Bayes double sample estimation procedures
• Admissible estimators of binomial probability and the inverse Bayes rule map

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