Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions
Pakistan Institute of Development Economics
Sankhya: The Indian Journal of Statistics, Vol. 47, Series A, Part 2, pp. 239-246, 1985
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
Date posted: January 31, 2009