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Uniform Minimum Variance Unbiased Estimators (UMVUEs)

, 2020
In questo capitolo vengono proposti esercizi sugli stimatori ottimi non distorti – Uniform Minimum Variance Unbiased Estimators (UMVUE) a partire da un modello di campionamento casuale parametrico , in particolare: definizione e proprieta degli UMVUE; metodi per la ricerca degli UMVUE; legame tra UMVUE e statistiche sufficienti minimali e complete ...
Francesca Gasperoni, Francesca Ieva, Anna Maria Paganoni   +2 more
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A Note on Minimum Variance Unbiased Estimation

Communications in Statistics - Theory and Methods, 2010
The process of Rao–Blackwellization involves specification of a naive unbiased estimator of τ(θ) and then determination of its conditional expectation given a complete and sufficient statistic T for θ. This leads to the minimum variance unbiased estimator (MVUE) U ≡ U(T) for τ(θ).
N. Mukhopadhyay, D. Bhattacharjee
semanticscholar   +2 more sources

Assessment of minimum variance unbiased estimator and beta coefficient methods to improve the accuracy of sediment rating curve estimation

, 2017
Because of the requirement to just one input data, the basic sediment rating curve (SRC) method is the most recognised method for the study of river sediment load.
Khalil Ghorbani, Meysam Salarijazi, Mohammad Abdolhosseini, Saeid Eslamian   +3 more
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Some Easily Found Minimum Variance Unbiased Estimators

The American Statistician, 1978
Abstract Several methods are available for finding minimum variance unbiased estimators for functions of distribution parameters. This paper concentrates on two which are rarely used but simple when applicable. The first, previously discussed by Davis (1951) and Tate (1959), yields estimators by differentiation when the range of nonzero probability for
William C. Guenther
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Recurrence Relation for the Minimum Variance Unbiased Estimator of a Parameter of a Left-Truncated Poisson Distribution

, 1972
A recurrence relation for the minimum variance unbiased estimator of the parameter of a Poisson distribution truncated on the left at ‘c,’ based on a sample size n and sample total t, is derived using a recurrence formula for the generalized Stirling ...
J. C. Ahuja, E. A. Enneking
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The Efficiencies of Maximum Likelihood and Minimum Variance Unbiased Estimators of Fraction Defective in the Normal Case

, 1973
This paper compares two point estimators of fraction defective of a normal distribution when both population parameters are unknown; the minimum variance unbiased estimator, (x), and the maximum likelihood estimator, (x). Using minimum mean squared error
Gerald G. Brown, Herbert C. Rutemiller
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Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution

Journal of the American Statistical Association, 1983
For the inverse Gaussian distribution, we prove a general result concerning the expectation of a certain class of functions of the complete sufficient statistics.
K. Iwase, N. Setô
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On the Uniformly Minimum Variance Unbiased Estimators of the Variance and its Reciprocal of an Inverse Gaussian Distribution

, 1980
The two-parameter inverse Gaussian distribution is found to have useful applications in a wide variety of fields. The uniformly minimum variance estimator of its mean is known and is the sample mean; however, no such estimator of the variance is reported
Ramesh M. Korwar
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Minimum variance unbiased estimators of the ratio of means of two lognormal variates

, 1977
The minimum variance unbiased estimators from independent samples of the ratio of the means of two lognormal distributions with equal and unequal shape parameters are derived using a method due to Finney (1941).
Edwin L. Crow
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Simultaneous Input and Parameter Estimation of Hysteretic Structural Systems Using Quasi-Monte Carlo-Simulation-Based Minimum Variance Unbiased Estimator

, 2021
This work proposes an efficient identification scheme for simultaneous input and parameter estimation of the hysteretic systems.
Pranjal Tamuly, A. Chakraborty, Sandip Das   +2 more
semanticscholar   +1 more source