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Affine shrinkage estimator for a binomial proportion

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Risk function Mean squared error
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For X∼Bin(n,θ) and
θ=wX/n+(1−w)θ0​,
(1)
the mean squared error is
nw2​θ(1−θ)+(1−w)2(θ−θ0​)2.
(2)
When θ0​=1/2, its maximal risk is at θ=1/2 or at an endpoint of [0,1].

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  1. Mean squared error
  2. Risk function
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  4. Statistical model
  5. Probability and statistics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 29 / 4 / ii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 4 / 17H / e / Solution

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