A note on admissibility of the maximum likelihood estimator for a bounded normal mean

Manabu Iwasa and Yoshiya Moritani

Statistics & Probability Letters, 1997, vol. 32, issue 1, 99-105

Abstract: In estimating a bounded normal mean, it is known that the maximum likelihood estimator is inadmissible for squared error loss function. In this paper, we discuss the admissibility for other loss functions. We prove that the maximum likelihood estimator is admissible under absolute error loss.

Keywords: Absolute; error; loss; Admissibility; Bayes; estimator; Bounded; normal; mean; Integral; equation; Restricted; maximum; likelihood; estimator (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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