A Note on Minimum Variance Unbiased Estimation

DOI10.1080/03610920802283312MaRDI QIDQ3585250zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, Debanjan Bhattacharjee

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802283312

zbMATH Keywords

alternative to Rao-Blackwellizationexponential distributionexponential distribution reliabilityLehmann-Scheffé theoremMVUEnormal distributionnormal distribution moment generating functionPoisson distributionRao-Blackwell theorem

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99)

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Cites work

• A note on minimum variance
• Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance
• Conditional Expectation and Unbiased Sequential Estimation
• Estimation of the Parameter n in the Binomial Distribution
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1461222 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Locally minimum variance unbiased estimator in a discontinuous density function
• The Best Estimate of Reliability in the Exponential Case
• Unbiased Estimation: Functions of Location and Scale Parameters

Cited in

(9)

• Minimax estimation of a variance
• An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
• Minimum variance unbiased estimation based on bootstrap iterations
• A theorem relating minque and unweighted means estimators of variance components in the one-way design
• Some aspects of minimum variance unbiased estimation in presence of ancillary statistics
• Sample size recommendation for a bioequivalent study
• scientific article; zbMATH DE number 6193685 (Why is no real title available?)
• Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
• Minimum variance unbiased estimation in the Pareto distribution

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