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ON UMVU ESTIMATION FOLLOWING SELECTION

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Title ON UMVU ESTIMATION FOLLOWING SELECTION
 
Creator VELLAISAMY, P
 
Subject estimation after selection
umvue
ummseue
conditional unbiasedness
continuous exponential family
 
Description In this paper, we obtain some results concerning the UMVUE (uniformly minimum variance unbiased estimator ) of the selected parameter say, for example, the mean. For the squared error loss, the conditions under which the UMVUE is also a UMMSEUE(uniformly minimum mean squared error unbiased estimator), are investigated. As an application, the UMVUE of theta(I) (or theta(J)), the reciprocal of the natural parameter of the population selected from k independent populations with densities belonging to one parametric continuous exponential family, is also derived. This unifies most of the existing results. The UMVUE of theta(I) is shown to be a UMMSEUE. Some examples are also given.
 
Publisher MARCEL DEKKER INC
 
Date 2011-08-18T11:28:47Z
2011-12-26T12:55:43Z
2011-12-27T05:42:10Z
2011-08-18T11:28:47Z
2011-12-26T12:55:43Z
2011-12-27T05:42:10Z
1993
 
Type Article
 
Identifier COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 22(4), 1031-1043
0361-0926
http://dx.doi.org/10.1080/03610928308831071
http://dspace.library.iitb.ac.in/xmlui/handle/10054/9999
http://hdl.handle.net/10054/9999
 
Language en