An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator

DOI10.1080/00031305.2015.1100683OpenAlexW2312358422WikidataQ42405014 ScholiaQ42405014MaRDI QIDQ5884418

Unnamed Author, Isaac Meilijson

Publication date: 21 March 2023

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2015.1100683

zbMATH Keywords

uniform distributionimproper priorminimal sufficiencyuniformly minimum-variance unbiased estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Finite-Sample Two-Group Composite Hypothesis Testing via Machine Learning ⋮ Training trees on tails with applications to portfolio choice ⋮ Rao–Blackwellisation in the Markov Chain Monte Carlo Era ⋮ Confidence intervals for the parameter of the scaled-uniform model ⋮ The Scaled Uniform Model Revisited ⋮ Micha Mandel (2020), “The Scaled Uniform Model Revisited,” The American Statistician, 74:1, 98–100: Comment

Uses Software

• R

Cites Work

• Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution
• A Note on Bayes Estimates
• Conditional Expectation and Unbiased Sequential Estimation
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
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