The Construction of Uniformly Minimum Variance Unbiased Estimators for Exponential Distributions

DOI10.1214/aoms/1177696896zbMath0225.62034OpenAlexW1973705834MaRDI QIDQ5631890

Herbert T. David, J. L. Abbey

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696896

Mathematics Subject Classification ID

Point estimation (62F10) Sufficient statistics and fields (62B05)

Related Items (11)

Limit distributions of unbiased estimators in natural exponential families ⋮ Umvu estimation for certain family of exponential distributions ⋮ More comparisons of MLE with UMVUE for exponential families ⋮ An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds ⋮ Estimation based on the winsorized mean in the geometric distribution ⋮ Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function ⋮ Distribution of a Sum of Weighted Central Chi-Square Variables ⋮ A reverse martingale property that characterizes the natural exponential family with quadratic variance function ⋮ A note on umvu estimation in the transformed chi-square family ⋮ Lower bounds for the variance in certain nonregular distributions ⋮ Estimation in uniform distributions using orthogonal polynomials

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