Estimation When Using a Statistic That is Not Sufficient
- 1 May 1987
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 41 (2), 135-136
- https://doi.org/10.1080/00031305.1987.10475462
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.Keywords
This publication has 2 references indexed in Scilit:
- Estimation with Inadequate InformationJournal of the American Statistical Association, 1983
- Unbiasedness as the Dual of Being BayesJournal of the American Statistical Association, 1983