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MINIMUM VARIANCE UNBIASED ESTIMATION OF PROBABILITY DENSITIES
Author(s) -
Singh Jagbir
Publication year - 1980
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1980.tb01181.x
Subject(s) - minimum variance unbiased estimator , unbiased estimation , statistics , variance (accounting) , estimator , mathematics , bias of an estimator , point (geometry) , u statistic , point estimation , probability and statistics , econometrics , economics , geometry , accounting
Summary The purpose of this note is to point out an elementary method for deriving the minimum variance unbiased (mvu) estimators of probability densities. The method is illustrated by estimating the densities of some well known important distributions. We believe that this note would be of interest especially to both teachers and students of a first course in mathematical statistics.