Estimation of Multinomial Probabilities
Alam, Khursheed
Ann. Statist., Tome 7 (1979) no. 1, p. 282-283 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
This paper deals with the estimation of the parameters (cell probabilities) of a multinomial distribution. For the binomial distribution it is known that the maximum likelihood estimator (MLE) is admissible with respect to the squared error loss. It is shown that the MLE is admissible also in the case of the multinomial distribution.
Publié le : 1979-03-14
Classification:  Multinomial distribution,  maximum likelihood,  empirical Bayes,  admissible estimator,  62C15 
@article{1176344612,
     author = {Alam, Khursheed},
     title = {Estimation of Multinomial Probabilities},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 282-283},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344612}
}

Alam, Khursheed. Estimation of Multinomial Probabilities. Ann. Statist., Tome 7 (1979) no. 1, pp.  282-283. http://gdmltest.u-ga.fr/item/1176344612/