Abstract
Lehmann (1983) discussed several examples of absurd uniform minimum variance unbiased (UMVU) estimators. He argued that these estimators arose because the amount of information available was inadequate for the estimation problem at hand. Here I argue that such absurd UMVU estimators result more from the property of unbiasedness than from inadequate information.
Original language | English (US) |
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Pages (from-to) | 135-136 |
Number of pages | 2 |
Journal | American Statistician |
Volume | 41 |
Issue number | 2 |
DOIs | |
State | Published - May 1987 |
Keywords
- Bayes estimation
- Insufficient statistic
- Unbiased estimation