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June, 1954 Density Unbiased Point Estimates
Raymond P. Peterson
Ann. Math. Statist. 25(2): 398-401 (June, 1954). DOI: 10.1214/aoms/1177728799


A new concept of unbiasedness (density unbiasedness) for point estimates is introduced and the "best" density unbiased point estimate for the mean of any normal distribution is proved to be the ordinary sample mean $\bar{x} = \sum^n_{i = 1} x_i/n$. Under certain conditions on the form of the characteristic function of a family of probability density functions involving an unknown location parameter, $\bar{x}$ is shown to be a density unbiased point estimate of the location parameter.


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Raymond P. Peterson. "Density Unbiased Point Estimates." Ann. Math. Statist. 25 (2) 398 - 401, June, 1954.


Published: June, 1954
First available in Project Euclid: 28 April 2007

zbMATH: 0057.11903
MathSciNet: MR62395
Digital Object Identifier: 10.1214/aoms/1177728799

Rights: Copyright © 1954 Institute of Mathematical Statistics

Vol.25 • No. 2 • June, 1954
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