scientific article; zbMATH DE number 1107628

MaRDI QIDQ4373563zbMATH OpenFDO

Authors W. Seidel

Publication date 25 April 2000

zbMATH Keywords

unbiased estimators

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

Review text

Consider the distribution function \(H(x)=\int\limits_\Theta G(x|\theta) dF(\theta)\) of a mixture of \(G\) and \(F\), where \(G\) is known and \(F\) is unknown. The problem is to estimate the expectation of \(\gamma(\theta)\), based on a sample \((X_1,\dots,X_n)\) for \(H\). A general method is given for deriving an unbiased estimator. The method is demonstrated using the Weibull, noncentral \(t\), hypergeometric, normal, binomial and negative binomial distributions. It is shown how the method may be applied to certain estimation problems occurring in statistical quality control. For the entire collection see [Zbl 0867.00026].

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Cited in

(3)

• Unbiased estimators of a lattice mixing distribution and the characteristic function of a general mixing distribution
• Unbiased estimation of reliability function based on one single observation from a mixture of Gamma distributions
• An efficient algorithm for constructing -minimax tests for finite parameter spaces

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