Groupe d’études et de recherche en analyse des décisions

G-98-48

Minimax Estimation of a Constrained Binomial Proportion

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The problem of estimating a binomial proportion constrained to lie in an interval of the form [a,b] "not equal to" [0,1] is considered. The minimax and linear minimax estimators are obtained for both quadratic and information-normalized loss functions. For parameter spaces of the form [a, 1 - a] and [0,b], the minimax estimators are used as benchmark to compare the performance of estimators belonging to other classes such as linear minimax estimators, the MLE, and Bayes estimators associated with translated Beta priors.

, 37 pages

Ce cahier a été révisé en octobre 2001