Optimum estimation and marginal distributions

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Abstract

In this work we use the sub-vector associated to a marginal distribution, in the same way, as sufficient statistics in the Rao-Blackwell theorem in improving an unbiased estimator. If a given parameter is relevant only for a marginal distribution and there is a minimum variance estimator in a certain class (for instance, linear or quadratic) of unbiased estimators, derived from the corresponding sub-vector, our procedure leads to an equivalent optimum estimator derived from the full vector.
Original languageEnglish
Title of host publicationNational Conference on Advances in Applied Sciences and Mathematics, NCASM 2020
EditorsArun Upmanyu, Mohit KumarKakkar, Pankaj Kumar, Jasdev Bhatti
PublisherAIP - American Institute of Physics
Number of pages4
ISBN (Electronic)978-073544189-7
DOIs
Publication statusPublished - 9 May 2022
Event2020 National Conference on Advances in Applied Sciences and Mathematics, NCASM 2020 - Rajpura, India
Duration: 24 Sept 202025 Sept 2020

Publication series

NameAIP Conference Proceedings
PublisherAmerican Institute of Physics (AIP)
Volume2357
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

Conference2020 National Conference on Advances in Applied Sciences and Mathematics, NCASM 2020
Country/TerritoryIndia
CityRajpura
Period24/09/2025/09/20

Keywords

  • Full vector
  • Marginal distribution
  • Minimum variance umbiased estimator
  • Optimum estimator
  • Sub vector

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