Abstract
Unbiased estimators and mean squared error should be familiar to the reader. A UMVUE is an unbiased point estimator, and complete sufficient statistics are crucial for UMVUE theory. Want point estimators to have small bias and small variance. An estimator with bias that goes to 0 and variance that goes to the FCRLB as the sample size n goes to infinity will often outperform other estimators with bias that goes to zero.
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Olive, D.J. (2014). Point Estimation II. In: Statistical Theory and Inference. Springer, Cham. https://doi.org/10.1007/978-3-319-04972-4_6
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DOI: https://doi.org/10.1007/978-3-319-04972-4_6
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