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An Example of an Improvable Rao–Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator
The Rao–Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a “better” one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not c...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Taylor & Francis
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4960505/ https://www.ncbi.nlm.nih.gov/pubmed/27499547 http://dx.doi.org/10.1080/00031305.2015.1100683 |