We consider the problem of estimation of the value of a real-valued function u(θ), θ = (θ, ..., θ), on the basis of a sample from non-truncated or truncated multivariate Modified Power Series Distributions. Using the general theory of estimation and the results of Patil (1965) and Patel (1978) we give the tables of MVUE's for functions of parameter θ of trinomial, multinomial, negative-multinomial and left-truncated modified power series distributions. We have applied the properties of MVUE's and...
An analytical problem, which arises in the statistical problem of comparing the means of two normal distributions, the variances of which -as well as their ratio- are unknown, is well known in the mathematical statistics as the Behrens-Fisher problem. One generalization of the Behrens-Fisher problem and different aspect concerning the estimation of the common mean of several independent normal distributions with different variances are considered and one solution is proposed.
Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.
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