A note on umvu estimation in the transformed chi-square family |
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Authors: | F López-Blázques |
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Institution: | Dpto. Estadística e I.O. Facultad de Matemáticas , Universidad de Sevilla , C/ Tarfia s/n, Sevilla, 41012, Spain |
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Abstract: | The transformed chi-square family includes many common one-parameter continuous distributions. In that family, we give conditions under which a given function of the mean admits a minimum variance unbiased estimator and an orthogonal expansion for this estimator in terms of the generalized Laguerre polynomials. We show that such expansion is useful for obtaining bounds for the variance and for the study of the asymptotic properties of the unbiased estimators. |
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Keywords: | minimum variance unbiased estimators orthogonal expansions generalized laguerre polynomials bounds for the variance asymptotic porper-ties |
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