On the admissibility of the maximum‐likelihood estimator of the binomial variance

Lawrence D. Brown, Mosuk Chow, Duncan K.H. Fong

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

This paper addresses the admissibility of the maximum‐likelihood estimator (MLE) of the variance of a binomial distribution with parameters n and p under squared‐error loss. We show that the MLE is admissible for n ≤ 5 and inadmissible for n≥ 6.

Original languageEnglish (US)
Pages (from-to)353-358
Number of pages6
JournalCanadian Journal of Statistics
Volume20
Issue number4
DOIs
StatePublished - Dec 1992

Fingerprint

Admissibility
Maximum Likelihood
Estimator
Binomial distribution
Maximum likelihood

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

@article{c1ef1603b2e54b13927e1adcff7bff36,
title = "On the admissibility of the maximum‐likelihood estimator of the binomial variance",
abstract = "This paper addresses the admissibility of the maximum‐likelihood estimator (MLE) of the variance of a binomial distribution with parameters n and p under squared‐error loss. We show that the MLE is admissible for n ≤ 5 and inadmissible for n≥ 6.",
author = "Brown, {Lawrence D.} and Mosuk Chow and Fong, {Duncan K.H.}",
year = "1992",
month = "12",
doi = "10.2307/3315606",
language = "English (US)",
volume = "20",
pages = "353--358",
journal = "Canadian Journal of Statistics",
issn = "0319-5724",
publisher = "Statistical Society of Canada",
number = "4",

}

On the admissibility of the maximum‐likelihood estimator of the binomial variance. / Brown, Lawrence D.; Chow, Mosuk; Fong, Duncan K.H.

In: Canadian Journal of Statistics, Vol. 20, No. 4, 12.1992, p. 353-358.

Research output: Contribution to journalArticle

TY - JOUR

T1 - On the admissibility of the maximum‐likelihood estimator of the binomial variance

AU - Brown, Lawrence D.

AU - Chow, Mosuk

AU - Fong, Duncan K.H.

PY - 1992/12

Y1 - 1992/12

N2 - This paper addresses the admissibility of the maximum‐likelihood estimator (MLE) of the variance of a binomial distribution with parameters n and p under squared‐error loss. We show that the MLE is admissible for n ≤ 5 and inadmissible for n≥ 6.

AB - This paper addresses the admissibility of the maximum‐likelihood estimator (MLE) of the variance of a binomial distribution with parameters n and p under squared‐error loss. We show that the MLE is admissible for n ≤ 5 and inadmissible for n≥ 6.

UR - http://www.scopus.com/inward/record.url?scp=84988052069&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84988052069&partnerID=8YFLogxK

U2 - 10.2307/3315606

DO - 10.2307/3315606

M3 - Article

AN - SCOPUS:84988052069

VL - 20

SP - 353

EP - 358

JO - Canadian Journal of Statistics

JF - Canadian Journal of Statistics

SN - 0319-5724

IS - 4

ER -