Abstract
Fisher (1922) compared two estimators by considering their distributions given an unknown parameter of interest. For example, in estimating a normal distribution mean the sample mean is unbiased with variance 2/π times the variance of the sample median, for all values of the distribution mean, so it is to be preferred to the sample median. Of course, it may be difficult in general to decide between the two families of distributions.
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© 1983 Springer-Verlag New York Inc.
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Hartigan, J.A. (1983). Decision Theory. In: Bayes Theory. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8242-3_6
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DOI: https://doi.org/10.1007/978-1-4613-8242-3_6
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