• Title of article

    Admissible and minimax estimation of the parameter n in the binomial distribution

  • Author/Authors

    Zou، Guohua نويسنده , , Wan، Alan T. K. نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    -450
  • From page
    451
  • To page
    0
  • Abstract
    In this paper, the problem of estimating the parameter n of the binomial distribution is considered under the assumption of both infinite and finite parameter spaces. A class of estimators, which include as a special case Sadooghi-Alvandiʹs [Ann. Statist. 14 (1986) 1634] estimator is considered; and the necessary and sufficient conditions for this class of estimators to be admissible are obtained, along with a new proof on the admissibility of Sadooghi-Alvandiʹs estimator. Furthermore, the minimax property of some estimators is investigated.
  • Keywords
    Barrier options , Asian options , Conversion costs , Natural resources valuation
  • Journal title
    Journal of Statistical Planning and Inference
  • Serial Year
    2003
  • Journal title
    Journal of Statistical Planning and Inference
  • Record number

    73322