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Umvu estimation for certain family of exponential distributions |
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| Authors: | F. López- B lázquez I. Barranco- Chamorro J. L. Moreno- Rebollo |
| Affiliation: | Dpto. Estadistica e I.O. Facultad de Matemáticas , Universidad de Sevilla , C/ Tarfia s/n, Sevilla, 41012, (Spain) |
| Abstract: | In this paper we study certain properties of estimable and UMUV-estimable functions in a subfamily of the one-parameter exponential family of distributions for which there exists a sufficient and complete statistic following a Gamma distribution. These results are applied to the problem of estimation in the transformed chi-square family. |
| Keywords: | Minimum variance estimation gamma distributions transformed chi-square distributions |