Admissible Estimation of the Binomial Parameter $n$
Sadooghi-Alvandi, S. M.
Ann. Statist., Tome 14 (1986) no. 2, p. 1634-1641 / Harvested from Project Euclid
Suppose that $X$ has a binomial distribution $B(n, p)$, with known $p \in (0, 1)$ and unknown $n \in \{1, 2, \cdots\}$. A natural estimator for $n$ is given by $T(0) = 1, T(x) = x/p, x = 1, 2, \cdots$. This estimator is shown to be inadmissible under quadratic loss. It is shown that modifying $T(0)$ to $T(0) = -(1 - p)/(p \ln p)$ results in an admissible estimator. For $p \geq \frac{1}{2}$ it is further shown that this is the only admissible modification of $T(0)$. A partial result is also obtained for $p < \frac{1}{2}$.
Publié le : 1986-12-14
Classification:  Binomial parameter $n$,  admissible estimator,  Hodges and Lehmann technique,  62C30,  62F20
@article{1176350185,
     author = {Sadooghi-Alvandi, S. M.},
     title = {Admissible Estimation of the Binomial Parameter $n$},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1634-1641},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350185}
}
Sadooghi-Alvandi, S. M. Admissible Estimation of the Binomial Parameter $n$. Ann. Statist., Tome 14 (1986) no. 2, pp.  1634-1641. http://gdmltest.u-ga.fr/item/1176350185/