Accession Number : AD0785865

Title :   Estimation of an Integer-Valued Location Parameter.

Descriptive Note : Technical rept.,

Corporate Author : CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s) : Khan,Rasul A.

Report Date : 15 JUN 1974

Pagination or Media Count : 16

Abstract : Let X1,X2,...,Xn be i.i.d N(i,1) random variables, and set d = (Xn), the nearest integer to the sample mean. Under the squared error loss it is shown that d is minimax and admissible in the class of integer-valued estimators. The problem of estimating in integer-valued location parameter is also considered. Under mild conditions, the maximum likelihood estimator is minimax and admissible with respect to zero-one loss.

Descriptors :   *Statistical analysis, *Estimates, Probability density functions, Random variables, Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE