Estimating Generating Functions
Hoyle, M. H.
Ann. Statist., Tome 3 (1975) no. 1, p. 1361-1363 / Harvested from Project Euclid
This note shows that, under appropriate conditions, if a function $A(\theta; t)$ of an unknown parameter $\theta$ and a real variable $t$ has an infinite series expansion and if there is a function $B(S; t)$ of the sufficient statistic $S$ which is an unbiased estimator of $A$ for every $t$ and which also has an infinite series expansion, then the coefficients of the power of $t$ in the expansion of $B$ are the proper estimators for the coefficients of the corresponding powers in the expansion of $A$. This result is applied to estimate two functions of the normal parameters, $\mu$ and $\sigma^2$, which arise in the derivation of expressions for the removal of transformation bias.
Publié le : 1975-11-14
Classification:  Transformation bias,  unbiased estimation,  generating functions,  sufficient statistics,  infinite series expansion,  62F10,  60E05
@article{1176343291,
     author = {Hoyle, M. H.},
     title = {Estimating Generating Functions},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 1361-1363},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343291}
}
Hoyle, M. H. Estimating Generating Functions. Ann. Statist., Tome 3 (1975) no. 1, pp.  1361-1363. http://gdmltest.u-ga.fr/item/1176343291/