Abstract
In this paper recent results on the lower bound to the variance of unbiased estimates have been brought together. Some of them have been extended to sequential estimates and the others have been improved to some extent. In the last section a general method for generating a system of orthogonal polynomials with respect to a certain class of weight functions is obtained together with a result on the conditions under which the class of unbiased estimates formed by all functions of an unbiased estimate consists of just one element.
Citation
G. R. Seth. "On the Variance of Estimates." Ann. Math. Statist. 20 (1) 1 - 27, March, 1949. https://doi.org/10.1214/aoms/1177730088
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