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An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
Authors:Samuel D Oman
Institution: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
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