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Article
Note on the Unbiased Estimation of a Function of the Parameter of the Geometric Distribution
International Journal of Applied Mathematics and Statistics (2012)
  • Tamas Lengyel, Occidental College
Abstract

Kolmogorov studied the problem of whether a function of the parameter p of the Bernoulli distribution Bernoulli[p] has an unbiased estimator based on a sample X1,X2,...,Xn of size n and proved that exactly the polynomial functions of degree at most n can be estimated. For the geometric distribution Geometric[p], we prove that exactly the functions that are analytic at p = 1 have unbiased estimators and present the best estimators.

Keywords
  • estimability,
  • minimum variance unbiased estimator,
  • hypergeometric functions,
  • reliability theory
Disciplines
Publication Date
2012
Citation Information
Tamas Lengyel. "Note on the Unbiased Estimation of a Function of the Parameter of the Geometric Distribution" International Journal of Applied Mathematics and Statistics Vol. 27 Iss. 3 (2012)
Available at: http://works.bepress.com/tamas_lengyel/8/