Abstract

http://ssrn.com/abstract=1335687
 


 



Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions


Asad Zaman


International Institute of Islamic Economics

1985

Sankhya: The Indian Journal of Statistics, Vol. 47, Series A, Part 2, pp. 239-246, 1985

Abstract:     
The MLE of the reciprocal of a univariate normal mean is admissible and generalized Bayes with respect to a class of zero one loss functions.

Number of Pages in PDF File: 8

Keywords: admissibility, statistical decision theory, generalized Bayes, reciprocal of a normal mean

JEL Classification: C11, C13

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Date posted: January 31, 2009  

Suggested Citation

Zaman, Asad, Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions (1985). Sankhya: The Indian Journal of Statistics, Vol. 47, Series A, Part 2, pp. 239-246, 1985. Available at SSRN: http://ssrn.com/abstract=1335687

Contact Information

Asad Zaman (Contact Author)
International Institute of Islamic Economics ( email )
New Campus
Sector H-10
Islamabad, PA Kpk 44000
Pakistan
92-51-9257939 (Phone)
92-51-9258019 (Fax)
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