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

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

8 Pages Posted: 31 Jan 2009  

Asad Zaman

Pakistan Institute of Development Economics

Date Written: 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.

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

JEL Classification: C11, C13

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: https://ssrn.com/abstract=1335687

Asad Zaman (Contact Author)

Pakistan Institute of Development Economics ( email )

Quaid-i-Azam University Campus
P.O.Box 1091
Islamabad, Federal Capital 44000
Pakistan

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