| THE UNBIASED ESTIMATION THEORY FOR EXPONENTIAL FAMILY |
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| 引用本文： | 陈鸿建. THE UNBIASED ESTIMATION THEORY FOR EXPONENTIAL FAMILY[J]. 系统科学与复杂性, 1990, 0(4) |
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| 作者姓名： | 陈鸿建 |
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| 作者单位： | Department of |
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| 基金项目： | This work is supported by the Academic Fund of Academia Sinica |
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| 摘 要： | In this paper,the necessary and sufficient conditions for a function of the parameterin a one-parameter natural exponential family(NEF)to have an unbiased estimator withfinite variance are obtained.The recursive formulae of the Fisher information matrices of anyorder for a one-parameter NEF and a one-parameter regular exponential family(REF)arederived respectively.The expression of the UMVUE for an estimable function of the parameterin a one-parameter NEF or a one-parameter REF is given.
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THE UNBIASED ESTIMATION THEORY FOR EXPONENTIAL FAMILY |
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| Chen Hongjian. THE UNBIASED ESTIMATION THEORY FOR EXPONENTIAL FAMILY[J]. Journal of Systems Science and Complexity, 1990, 0(4) |
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| Authors: | Chen Hongjian |
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| Abstract: | In this paper,the necessary and sufficient conditions for a function of the parameterin a one-parameter natural exponential family(NEF)to have an unbiased estimator withfinite variance are obtained.The recursive formulae of the Fisher information matrices of anyorder for a one-parameter NEF and a one-parameter regular exponential family(REF)arederived respectively.The expression of the UMVUE for an estimable function of the parameterin a one-parameter NEF or a one-parameter REF is given. |
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| Keywords: | UMVUE REF NEF moment polynomial |
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