A note on stochastic domination for discrete exponential families

Yuan-Tsung Chang and William E. Strawderman

Statistics & Probability Letters, 2015, vol. 98, issue C, 131-135

Abstract: We show that, for discrete exponential families, the sample mean of n observations does not stochastically dominate a single observation when estimating the population mean. This is in stark contrast to the case of a normal distribution.

Keywords: Discrete exponential families; Stochastic domination; Universal domination; Pitman closeness (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2014.12.020

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