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

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

doi:10.2307/3315606

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

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

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4 Scopus citations

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 language	English (US)
Pages (from-to)	353-358
Number of pages	6
Journal	Canadian Journal of Statistics
Volume	20
Issue number	4
DOIs	https://doi.org/10.2307/3315606
State	Published - Dec 1992

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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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",

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AU - Chow, Mosuk

AU - Fong, Duncan K.H.

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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.

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

Abstract

All Science Journal Classification (ASJC) codes

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