Tsukuba Journal of Mathematics

The construction of the uniformly minimum variance unbiased estimator

Kim Hyo Gyeong

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Abstract

For a one-parameter exponential family of distributions, a method to find the uniformly minimum variance unbiased (UMVU) estimator based on the complete sufficient statistic is given in Jani and Dave [1] by change of the expression of the unbiasedness condition. But, it heavily depends on the concrete form of the distribution of the statistic in obtaining indeed the UMVU estimator. In this paper, from the different point of view, the construction of the UMVU estimator for a one-parameter exponential families of distributions and certain two-parameter family of distributions is discussed. Some examples are also given.

Article information

Source
Tsukuba J. Math., Volume 34, Number 1 (2010), 47-58.

Dates
First available in Project Euclid: 8 September 2010

Permanent link to this document
https://projecteuclid.org/euclid.tkbjm/1283967407

Digital Object Identifier
doi:10.21099/tkbjm/1283967407

Mathematical Reviews number (MathSciNet)
MR2723723

Zentralblatt MATH identifier
1195.62017

Subjects
Primary: 62F10: Point estimation 62B05: Sufficient statistics and fields

Keywords
Uniformly minimum variance unbiased estimator Exponential family of distributions Complete sufficient statistic

Citation

Gyeong, Kim Hyo. The construction of the uniformly minimum variance unbiased estimator. Tsukuba J. Math. 34 (2010), no. 1, 47--58. doi:10.21099/tkbjm/1283967407. https://projecteuclid.org/euclid.tkbjm/1283967407


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