The Application of Invariance to Unbiased Estimation

Item

Title
The Application of Invariance to Unbiased Estimation
Creator
Eaton, Morris L.
Morris, Carl N.
Date
1970
Identifier
AD0714067
AD0714067
Abstract
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.
Date Issued
1970-10
Extent
28
Corporate Author
Rand Coporation
Corporate Report Number
R-592-PR
Contract
F44620-67-C-0045
DoD Project
Project Rand
Distribution Conflict
No
Access Rights
THIS DOCUMENT HAS BEEN APPROVED FOR PUBLIC RELEASE AND SALE; ITS DISTRIBUTION IS UNLIMITED.
Photo Quality
Not Needed
Distribution Classification
1
DTIC Record Exists
Yes
Report Availability
Full text available by request
Provenance
Borg-Warner
Type
report
Format
28 pages ; 28 cm.