An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
type: Item
instance of: scholarly article
title: An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
zbMATH Open document ID: 0574.62058
DOI: 10.1016/0378-3758(85)90005-9
author: Samuel D. Oman
published in: Journal of Statistical Planning and Inference
publication date: 1985-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 3917479
zbMATH Keywords: linear calibration problem
zbMATH Keywords: exact formula
zbMATH Keywords: mean squared error
zbMATH Keywords: inverse estimator
zbMATH Keywords: expectations of functions of a Poisson random variable
zbMATH Keywords: confluent hypergeometric function
MaRDI profile type: Publication
full work available at URL: 0378-3758(85)90005-9
OpenAlex ID: W2070028369
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description: scientific article; zbMATH DE number 3917479