Codex Wiki
OurBigBook.com
Site
Source code
Affine shrinkage estimator for a binomial proportion
...
Mathematics
Area of mathematics
Probability and statistics
Statistical modelling
Risk function
Mean squared error
OurBigBook.com
Words: 27
For
X
∼
Bin
(
n
,
θ
)
and
θ
=
wX
/
n
+
(
1
−
w
)
θ
0
,
(197)
the mean squared error is
n
w
2
θ
(
1
−
θ
)
+
(
1
−
w
)
2
(
θ
−
θ
0
)
2
.
(198)
When
θ
0
=
1/2
, its maximal risk is at
θ
=
1/2
or at an endpoint of
[
0
,
1
]
.
Ancestors
(7)
Mean squared error
Risk function
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(1)
Solution