Abstract
For statistical estimation problems, it is typical and even desirable that more than one reasonable estimator can arise for consideration. One natural and time-honored approach for choosing an estimator is simply to compare the sample sizes at which the competing estimators meet a given standard of performance. This depends upon the chosen measure of performance and upon the particular population distribution F.
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Keywords
- Sampling Distribution
- Concentration Probability
- Reasonable Estimator
- Statistical Thinking
- Statistical Estimation Problem
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Acknowledgments
Very helpful suggestions of Anirban DasGupta are greatly appreciated and have been used to improve the manuscript. Also, support by NSF Grant DMS-0805786 and NSA Grant H98230-08-1-0106 is gratefully acknowledged.
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Serfling, R.J. (2011). Commentary on Basu (1956). In: DasGupta, A. (eds) Selected Works of Debabrata Basu. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5825-9_7
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DOI: https://doi.org/10.1007/978-1-4419-5825-9_7
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