A class of minimax predictors of random variables with multinomial or multivariate hypergeometric distribution is determined in the case when the sample size is assumed to be a random variable with an unknown distribution. It is also proved that the usual predictors, which are minimax when the sample size is fixed, are not minimax, but they remain admissible when the sample size is an ancillary statistic with unknown distribution.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am29-2-1,
author = {Alicja Jokiel-Rokita},
title = {Minimax prediction under random sample size},
journal = {Applicationes Mathematicae},
volume = {29},
year = {2002},
pages = {127-134},
zbl = {1053.62016},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am29-2-1}
}
Alicja Jokiel-Rokita. Minimax prediction under random sample size. Applicationes Mathematicae, Tome 29 (2002) pp. 127-134. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am29-2-1/