[net.math.stat] Admissibility & Exponential Families

wjohnson@noscvax.UUCP (Roger W. Johnson) (04/25/85)

Let the variate X have exponential density

  f(x/w) = c(w) s(x) exp( m(w)t(x) )          a < x < b

and suppose that the estimate d(x) of m(w) incurs squared error loss

  L(d,m) = (d(x) - m(w))^2.

Can someone supply me with a reference which summarizes work done in
answering the question "When is d(X)=X an admissible estimate of m(w)?"

I am especially interested in the special case where X has a density
which belongs the four parameter Pearson class where only the mode
is unknown.  Thanks in advance for any information you can send along.


Roger Johnson/Naval Ocean Systems Center/Code 632/San Diego, Ca 92152




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Roger Johnson
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