An exact formula for the mean squared error of the inverse estimator in the linear calibration problem |
| |
Authors: | Samuel D. Oman |
| |
Affiliation: | Department of Statistics, Hebrew University, Jerusalem, Israel |
| |
Abstract: | The linear calibration problem is considered. An exact formula for the mean squared error of the inverse estimator, involving expectations of functions of a Poisson random variable, is derived. The formula may be expressed in closed form if the number of observations in the calibration experiment is odd; for an even number of observations, the numerical evaluation of a simple integral or the use of a standard table of the confluent hypergeometric function is required. Previous expressions for the mean squared error have either been asymptotic expansions or estimates obtained by simulation. |
| |
Keywords: | 62J05 Inverse estimator Linear calibration problem |
本文献已被 ScienceDirect 等数据库收录! |
|