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June, 1955 A Note on the Theory of Unbiassed Estimation
D. Basu
Ann. Math. Statist. 26(2): 345-348 (June, 1955). DOI: 10.1214/aoms/1177728554


It is shown that even in very simple situations (like estimating the mean of a normal population) where a uniformly minimum variance unbiased estimator of the unknown population characteristic is known to exist, no best (even locally) unbiased estimator exists as soon as we alter slightly the definition of variance.


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D. Basu. "A Note on the Theory of Unbiassed Estimation." Ann. Math. Statist. 26 (2) 345 - 348, June, 1955.


Published: June, 1955
First available in Project Euclid: 28 April 2007

zbMATH: 0064.14003
MathSciNet: MR93072
Digital Object Identifier: 10.1214/aoms/1177728554

Rights: Copyright © 1955 Institute of Mathematical Statistics

Vol.26 • No. 2 • June, 1955
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