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Admissible estimators of binomial probability and the inverse bayes rule map

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Abstract

Explicit formulae for prior distribution moments through values of the Bayes estimator of binomial probability are obtained. These are used to derive a new admissibility criterion.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Massachusetts, 01003, Amherst, MA, U.S.A.

    Morris Skibinsky & Andrew L. Rukhin

Authors
  1. Morris Skibinsky
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  2. Andrew L. Rukhin
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Additional information

Research supported by National Science Foundation Grants #DMS-8702620 and #DMS-8802359.

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Skibinsky, M., Rukhin, A.L. Admissible estimators of binomial probability and the inverse bayes rule map. Ann Inst Stat Math 41, 699–716 (1989). https://doi.org/10.1007/BF00057736

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  • DOI: https://doi.org/10.1007/BF00057736

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