MVUE for the mean with one observation: Normal with same mean and variance

American Statistician

Volumn 60, Issue 1, 2006, Pages 71-74

  Mukhopadhyay, Nitis ^a  

^a UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Maximum likelihood estimator; Minimum variance; Rao Blackwellization; Unbiased estimation

Indexed keywords

EID: 33644673146     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/000313006X90774     Document Type: Article

References (5)

1. Blackwell, D. (1947), "Conditional Expectation and Unbiased Sequential Estimation," The Annals of Mathematical Statistics, 18, 105-110.
2. Lehmann, E. L., and Scheffé, H. (1950), "Completeness, Similar Regions and Unbiased Estimation-Part I," Sankhya, 10, 305-340.
3. Mukhopadhyay, N. (2000), Probability and Statistical Inference, New York: Marcel Dekker.
4. Mukhopadhyay, N., and Cicconetti, G. (2004), "Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance," Sequential Analysis, 23, 625-665.
5. Rao, C. R. (1945), "Information and Accuracy Attainable in the Estimation of Statistical Parameters," The Bulletin of Calcutta Mathematical Society, 37, 81-91.