Constructing median-unbiased estimators in one-parameter families of distributions via stochastic ordering

Volume 30 / 2003

Ryszard Zieliński Applicationes Mathematicae 30 (2003), 251-255 MSC: 62F10, 62G05. DOI: 10.4064/am30-3-1

Abstract

If $\theta \in { \Theta }$ is an unknown real parameter of a given distribution, we are interested in constructing an exactly median-unbiased estimator $\widehat \theta $ of $\theta $, i.e. an estimator $\widehat \theta $ such that a median $\textrm{Med}(\widehat \theta )$ of the estimator equals $\theta $, uniformly over $\theta \in { \Theta }$. We shall consider the problem in the case of a fixed sample size $n$ (nonasymptotic approach).

Authors

  • Ryszard ZielińskiInstitute of Mathematics
    Polish Academy of Sciences
    P.O. Box 21
    00-956 Warszawa 10, Poland
    e-mail

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