[Home ] [Archive]    
:: Volume 2, Issue 2 (3-2006) ::
JSRI 2006, 2(2): 129-140 Back to browse issues page
Admissible and Minimax Estimator of the Parameter $theta$ in a Binomial $Bin( n ,theta)$ ­distribution under Squared Log Error Loss Function in a Lower Bounded Parameter Space
Mohammad Jafari Jozani *
, m.j.jozani@srtc.ac.ir
Abstract:   (2540 Views)

Extended Abstract. The study of truncated parameter space in general is of interest for the following reasons:

1.They often occur in practice. In many cases certain parameter values can be excluded from the parameter space. Nearly all problems in practice have a truncated parameter space and it is most impossible to argue in practice that a parameter is not bounded.

In truncated parameter space, the commonly used estimators of $theta$ such as the maximum likelihood estimators are inadmissible. Even more characteristic is the fact that boundary rules are mostly inadmissible, where a boundary estimator is an estimator which takes, with positive probability for some ...[To continue please click here]

Keywords: minimax estimation, restricted parameter space, squared log error loss, binomial distribution, lower bounded parameter space, two­point prior.
Full-Text [PDF 367 kb]   (625 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/02/10 | Accepted: 2016/02/10 | Published: 2016/02/10
Send email to the article author

Add your comments about this article
Your username or Email:

CAPTCHA


XML   Persian Abstract   Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Jafari Jozani M. Admissible and Minimax Estimator of the Parameter $theta$ in a Binomial $Bin( n ,theta)$ ­distribution under Squared Log Error Loss Function in a Lower Bounded Parameter Space. JSRI. 2006; 2 (2) :129-140
URL: http://jsri.srtc.ac.ir/article-1-153-en.html


Volume 2, Issue 2 (3-2006) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
Persian site map - English site map - Created in 0.04 seconds with 29 queries by YEKTAWEB 4269