Displaying similar documents to “Computing the distribution of a linear combination of inverted gamma variables”

Minimax prediction under random sample size

Alicja Jokiel-Rokita (2002)

Applicationes Mathematicae

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A class of minimax predictors of random variables with multinomial or multivariate hypergeometric distribution is determined in the case when the sample size is assumed to be a random variable with an unknown distribution. It is also proved that the usual predictors, which are minimax when the sample size is fixed, are not minimax, but they remain admissible when the sample size is an ancillary statistic with unknown distribution.