An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
The linear calibration problem is considered. An exact formula for the mean squared error of the inverse estimator, involving expectations of functions of a Poisson random variable, is derived. The formula may be expressed in closed form if the number of observations in the calibration experiment is odd; for an even number of observations, the numerical evaluation of a simple integral or the use of a standard table of the confluent hypergeometric function is required. Previous expressions for the mean squared error have either been asymptotic expansions or estimates obtained by simulation.
expectations of functions of a Poisson random variable
scientific article; zbMATH DE number 3917479
scientific article