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Sufficient statistics and minimum variance estimates

Authors :
C. Radhakrishna Rao
F. J. Anscombe
Source :
Mathematical Proceedings of the Cambridge Philosophical Society. 45:213-218
Publication Year :
1949
Publisher :
Cambridge University Press (CUP), 1949.

Abstract

Let the probability density of observations be denoted by φ(x | θ), where x stands for the variables and θ for the parameters. A function t of the observations is called an unbiased estimate of the function ψ(θ) of the parameters ifwhere dx stands for the product of differentials.

Details

ISSN :
14698064 and 03050041
Volume :
45
Database :
OpenAIRE
Journal :
Mathematical Proceedings of the Cambridge Philosophical Society
Accession number :
edsair.doi...........12ba44bf9671ec2781c197f3480b9500
Full Text :
https://doi.org/10.1017/s0305004100024737