
Article
Note on the Unbiased Estimation of a Function of the Parameter of the Geometric Distribution
International Journal of Applied Mathematics and Statistics
(2012)
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/