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Dixit, Ulhas Jayram
2016.
Examples in Parametric Inference with R.
p.
153.
Published online by Cambridge University Press: 14 February 2012
The problem considered is that of the estimation of a statistical parameter from a sample of values of the variate or variates concerned. Reference is made to the method of unbiased statistics with minimum variance, developed by Aitken and Silverstone. The principal result obtained by these authors is generalized, and an inequality involving the variances of unbiased statistics is obtained. Several examples illustrating the theory are appended.