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An Easy Ridiculous Unbiased Estimator
Author(s) -
MacEachern Steven,
Stasny Elizabeth A.
Publication year - 1993
Publication title -
teaching statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.425
H-Index - 13
eISSN - 1467-9639
pISSN - 0141-982X
DOI - 10.1111/j.1467-9639.1993.tb00248.x
Subject(s) - ridiculous , estimator , unbiased estimation , statistics , mathematics , u statistic , stein's unbiased risk estimate , bias of an estimator , computer science , minimum variance unbiased estimator , philosophy , epistemology
Summary The principle of unbiased estimation is very attractive to students of introductory statistics courses. Unfortunately, there exist problems in which all unbiased estimators will sometimes provide ridiculous estimates of the parameter of interest. In this paper we present an excellent example of this shortcoming.