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An elementary approach for minimax estimation of Bernoulli proportion in the restricted parameter space

Statistics Theory 2021-11-30 v2 Statistics Theory

Abstract

We present an elementary mathematical method to find the minimax estimator of the Bernoulli proportion θ\theta under the squared error loss when θ\theta belongs to the restricted parameter space of the form Ω=[0,η]\Omega = [0, \eta] for some pre-specified constant 0η10 \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.

Keywords

Cite

@article{arxiv.2009.11413,
  title  = {An elementary approach for minimax estimation of Bernoulli proportion in the restricted parameter space},
  author = {Heejune Sheen and Yajun Mei},
  journal= {arXiv preprint arXiv:2009.11413},
  year   = {2021}
}