Estimation when using a statistic that is not sufficient

Glen Meeden

Research output: Contribution to journalArticle

3 Scopus citations

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 languageEnglish (US)
Pages (from-to)135-136
Number of pages2
JournalAmerican Statistician
Volume41
Issue number2
DOIs
StatePublished - May 1987

Keywords

  • Bayes estimation
  • Insufficient statistic
  • Unbiased estimation

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