Accession Number : AD0714067

Title :   The Application of Invariance to Unbiased Estimation,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Eaton,Morris L. ; Morris,Carl N.

Report Date : OCT 1970

Pagination or Media Count : 28

Abstract : A relatively easy method is discussed for constructing minimum variance unbiased estimates of nonstandard parametric functions under a variety of statistical model assumptions. The most important assumption is that the family of given distributions be invariant under a group of transformations. Estimation of the reliability function of an aircraft is an important application, as is estimation of moments of transformed data. The results are applied to unbiased estimation in the multivariate normal distribution and to a problem involving U-statistics. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, DECISION THEORY), RELIABILITY, STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS, GROUPS(MATHEMATICS), TRANSFORMATIONS(MATHEMATICS), INVARIANCE, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE