An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator

DOI10.1080/00031305.2015.1100683MaRDI QIDQ5884418zbMATH OpenOpenAlexWikidataFDO

Authors Isaac Meilijson

Publication date 21 March 2023

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1080/00031305.2015.1100683

zbMATH Keywords

improper priorminimal sufficiencyuniform distributionuniformly minimum-variance unbiased estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
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• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)

Cited in

(9)

• Training trees on tails with applications to portfolio choice
• Finite-Sample Two-Group Composite Hypothesis Testing via Machine Learning
• Improving efficiency using the Rao–Blackwell theorem in corrected and conditional score estimation methods for joint models
• The Scaled Uniform Model Revisited
• Micha Mandel (2020), “The Scaled Uniform Model Revisited,” The American Statistician, 74:1, 98–100: Comment
• Rao–Blackwellisation in the Markov Chain Monte Carlo Era
• Confidence intervals for the parameter of the scaled-uniform model
• The estimation of the mean value of copies of uncertain positions and its relation to the basic structure of quantum mechanics
• Optimal intervals for the scaled-uniform model

Describes a project that uses

Uses Software

• R

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