The Application of Invariance to Unbiased Estimation,

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. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1970
Accession Number
AD0714067

Entities

People

  • Carl N. Morris
  • Morris L. Eaton

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Aircrafts
  • Data Science
  • Information Science
  • Invariance
  • Mathematics
  • Normal Distribution
  • Reliability
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.