A unified approach to minimum variance unbiased estimation of a probability function belonging to an exponential family |
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| Authors: | M Samanta |
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| Institution: | Department of Statistics , University of Manitoba , Winnipeg, Manitoba, Canada |
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| Abstract: | The problem of minimum variance unbiased estimation of the probability density function of a random variable belonging to an exponential family is considered. The method of estimation proposed in this paper requires the solution of a certain integral equation. For many probability distributions the solution of this equation is given by a known result in integral transform theory. |
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| Keywords: | exponential family of distributions minimum variance unbiased estimation: integral transforms |
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