Variable sampling plans for normal distribution indexed by Taguchi's loss function

Author(s):  
Ikuo Arizono ◽  
Akihiro Kanagawa ◽  
Hiroshi Ohta ◽  
Kyouko Watakabe ◽  
Kouji Tateishi
Author(s):  
Nicolás Francisco Mateo-Díaz ◽  
Lidilia Cruz-Rivero ◽  
Luis Adolfo Meraz-Rivera ◽  
Jesús Ortiz-Martínez

2020 ◽  
Vol 32 (3) ◽  
pp. 354-370
Author(s):  
Hasan Rasay ◽  
Farnoosh Naderkhani ◽  
Amir Mohammad Golmohammadi

1970 ◽  
Vol 13 (3) ◽  
pp. 391-393 ◽  
Author(s):  
B. K. Kale

Lehmann [1] in his lecture notes on estimation shows that for estimating the unknown mean of a normal distribution, N(θ, 1), the usual estimator is neither minimax nor admissible if it is known that θ belongs to a finite closed interval [a, b] and the loss function is squared error. It is shown that , the maximum likelihood estimator (MLE) of θ, has uniformly smaller mean squared error (MSE) than that of . It is natural to ask the question whether the MLE of θ in N(θ, 1) is admissible or not if it is known that θ ∊ [a, b]. The answer turns out to be negative and the purpose of this note is to present this result in a slightly generalized form.


Sign in / Sign up

Export Citation Format

Share Document