Why the variance?

Statistics and Probability Letters

Volumn 38, Issue 4, 1998, Pages 329-333

  Kagan, Abram ^a   Shepp, Lawrence A ^b  

^a University of Maryland   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Characterization; Lehmann unbiasedness; Loss functions; Measures of dispersion; Variance

Indexed keywords

EID: 0032119288     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00041-8     Document Type: Article

References (5)

1. Klebanov, L.B., 1976. A general definition of unbiasedness. Theory Probab. Appl. 21, 571-585.
2. Lehmann, E.L., 1983. Theory of Point Estimation. Wiley, New York.
3. Parthasarathy, K.R., 1980. Introduction to Probability and Measure. Indian Statist. Institute, New Delhi.
4. Smirnov, V.I., 1964. A Course in Higher Mathematics, vol. II. Pergamon Press, Oxford.
5. Savage, L.J., 1971. The characteristic function characterized and the momentousness of moments. In: Studi di Probabilité, Statistica e Ricerca Operativa in Onore di Giuseppe Pompilj. Oderisi, Gubbio (Reprinted in "The Writings of Leonard Jimmie Savage - A Memorial Selection". ASA-IMS, 1981).