Conditional Expectation and the Efficiency of Estimates
Hoel, Paul G.
Ann. Math. Statist., Tome 22 (1951) no. 4, p. 299-301 / Harvested from Project Euclid
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A probability density function, $f(x; \theta)$, is considered for which there exists a sufficient statistic. It is shown, under certain regularity conditions on the family of distributions and on the class of estimates, that if there exists an unbiased sufficient estimate of $\theta$, it will be unique. This result is used to show that when the regularity conditions are satisfied, the method of Blackwell for improving an unbiased estimate of $\theta$ merely yields a natural estimate.
Publié le : 1951-06-14
Classification:  
@article{1177729651,
     author = {Hoel, Paul G.},
     title = {Conditional Expectation and the Efficiency of Estimates},
     journal = {Ann. Math. Statist.},
     volume = {22},
     number = {4},
     year = {1951},
     pages = { 299-301},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729651}
}

Hoel, Paul G. Conditional Expectation and the Efficiency of Estimates. Ann. Math. Statist., Tome 22 (1951) no. 4, pp.  299-301. http://gdmltest.u-ga.fr/item/1177729651/