A note on stochastic domination for discrete exponential families

Yuan Tsung Chang, William E. Strawderman

Research output: Contribution to journalArticle

Abstract

We show that, for discrete exponential families, the sample mean of n observations does not stochastically dominate a single observation when estimating the population mean. This is in stark contrast to the case of a normal distribution.

Original languageEnglish (US)
Pages (from-to)131-135
Number of pages5
JournalStatistics and Probability Letters
Volume98
DOIs
StatePublished - Mar 1 2015

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Discrete exponential families
  • Pitman closeness
  • Stochastic domination
  • Universal domination

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