首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Inadmissibility results of the mle for the multinomial problem when the parameter space is restricted or truncated
Authors:Eiichiro Funo
Institution:Department of Economics , Kanto Gakuin University , Yokohama, Japan
Abstract:In binomial or multinomial problems when the parameter space is restricted or truncated to a subset of the natural parameter space, the maximum likelihood estimator (MLE) may be inadmissible under squared error loss. A quite general condition for the inadmissibility of MLEs in such cases can be established using the stepwise Bayes technique and the complete class theorem of Brown.
Keywords:maximum likelihood estimator  inadmissibility  complete class theorem
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号