The Application of Invariance to Unbiased Estimation
Item
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Title
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The Application of Invariance to Unbiased Estimation
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Creator
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Eaton, Morris L.
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Morris, Carl N.
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Date
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1970
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Identifier
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AD0714067
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AD0714067
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Abstract
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A relatively easy method is discussed for constructing minimum variance unbiased estimates of nonstandard parametric functions under a variety of statistical model assumptions. The most important assumption is that the family of given distributions be invariant under a group of transformations. Estimation of the reliability function of an aircraft is an important application, as is estimation of moments of transformed data. The results are applied to unbiased estimation in the multivariate normal distribution and to a problem involving U-statistics.
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Date Issued
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1970-10
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Extent
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28
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Corporate Author
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Rand Coporation
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Corporate Report Number
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R-592-PR
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Contract
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F44620-67-C-0045
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DoD Project
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Project Rand
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Distribution Conflict
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No
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Access Rights
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THIS DOCUMENT HAS BEEN APPROVED FOR PUBLIC RELEASE AND SALE; ITS DISTRIBUTION IS UNLIMITED.
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Photo Quality
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Not Needed
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Distribution Classification
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1
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DTIC Record Exists
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Yes
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Report Availability
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Full text available by request
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Provenance
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Borg-Warner
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Type
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report
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Format
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28 pages ; 28 cm.