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Register a new userAn elementary approach for minimax estimation of Bernoulli proportion in the restricted parameter space
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Added by
Heejune Sheen
Publication date
2020
fields
Mathematical Statistics
and research's language is
English
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No Arabic abstract
We present an elementary mathematical method to find the minimax estimator of the Bernoulli proportion $theta$ under the squared error loss when $theta$ belongs to the restricted parameter space of the form $Omega = [0, eta]$ for some pre-specified constant $0 leq eta leq 1$. This problem is inspired from the problem of estimating the rate of positive COVID-19 tests. The presented results and applications would be useful materials for both instructors and students when teaching point estimation in statistical or machine learning courses.
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