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Bias in estimation from type I censored samples

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  • W. R. van Zwet

Abstract

Summary Let be a family of probability distributions on R1. This paper raises the question whether a parameter θ=θ (P), Pt, is estimable on the basis of a type I censored sample (i.e. censored on a fixed set C). Two theorems are given that state conditions on θ and C that ensure that θ is not estimable. The results are applied to estimation problems for the normal and POISSON distributions; it turns out that unbiased estimation is impossible in the majority of practical cases.

Suggested Citation

  • W. R. van Zwet, 1966. "Bias in estimation from type I censored samples," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 20(1), pages 143-148, March.
  • Handle: RePEc:bla:stanee:v:20:y:1966:i:1:p:143-148
    DOI: 10.1111/j.1467-9574.1966.tb00497.x
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