Estimation of Multinomial Probabilities

Khursheed Alam

doi:10.1214/aos/1176344612

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Home > Journals > Ann. Statist. > Volume 7 > Issue 2 > Article

March, 1979 Estimation of Multinomial Probabilities

Khursheed Alam

Ann. Statist. 7(2): 282-283 (March, 1979). DOI: 10.1214/aos/1176344612

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Abstract

This paper deals with the estimation of the parameters (cell probabilities) of a multinomial distribution. For the binomial distribution it is known that the maximum likelihood estimator (MLE) is admissible with respect to the squared error loss. It is shown that the MLE is admissible also in the case of the multinomial distribution.