Admissibility and minimaxity of the UMVU estimator of \(P\{ X

DOI10.1214/aos/1176324538zbMath0824.62008OpenAlexW2073906759MaRDI QIDQ1896273

Qi Qing Yu, Zakkula Govindarajulu

Publication date: 6 November 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324538

zbMATH Keywords

multinomial distributionMann-Whitney statisticminimum variance unbiased estimatorcontinuous distributionweighted squared error lossesconditional Bayes estimator

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (3)

Bootstrapping rank statistics. ⋮ Parametric and nonparametric estimation of P(Y < X) for finite mixtures of lognormal components ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

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