Commentary on Basu (1956)
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.
KeywordsSampling Distribution Concentration Probability Reasonable Estimator Statistical Thinking Statistical Estimation Problem
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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