Displaying similar documents to “On the convergence of the Bhattacharyya bounds in the multiparametric case”

Estimation of intersection intensity in a Poisson process of segments

Tomáš Mrkvička (2007)

Commentationes Mathematicae Universitatis Carolinae

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The minimum variance unbiased estimator of the intensity of intersections is found for stationary Poisson process of segments with parameterized distribution of primary grain with known and unknown parameters. The minimum variance unbiased estimators are compared with commonly used estimators.

A Cramer-Rao analogue for median-unbiased estimators.

N. K. Sung, Gabriela Stangenhaus, Herbert T. David (1990)

Trabajos de Estadística

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Adopting a measure of dispersion proposed by Alamo [1964], and extending the analysis in Stangenhaus [1977] and Stangenhaus and David [1978b], an analogue of the classical Cramér-Rao lower bound for median-unbiased estimators is developed for absolutely continuous distributions with a single parameter, in which mean-unbiasedness, the Fisher information, and the variance are replaced by median-unbiasedness, the first absolute moment of the sample score, and the reciprocal of twice the...

Unbiased estimation for two-parameter exponential distribution under time censored sampling

S. Sengupta (2009)

Applicationes Mathematicae

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The problem considered is that of unbiased estimation for a two-parameter exponential distribution under time censored sampling. We obtain a necessary form of an unbiasedly estimable parametric function and prove that there does not exist any unbiased estimator of the parameters and the mean of the distribution. For reliability estimation at a specified time point, we give a necessary and sufficient condition for the existence of an unbiased estimator and suggest an unbiased estimator...

Unbiased estimation of reliability for two-parameter exponential distribution under time censored sampling

S. Sengupta (2010)

Applicationes Mathematicae

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The problem considered is that of unbiased estimation of reliability for a two-parameter exponential distribution under time censored sampling. We give necessary and sufficient conditions for the existence of uniformly minimum variance unbiased estimator and also provide a characterization of a complete class of unbiased estimators in situations where unbiased estimators exist.