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Unbiased Variance Estimators in the Parametric Case

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Unbiased estimators for the variance are considered in the parametric case. Two methods of finding unbiased estimators are discussed. The first method is designed for one-parameter truncated families of distributions in which the minimum or maximum sample component is a sufficient statistic. The second method of unbiased variance estimation which is is based on unbiased estimators for an integral functional of distribution densities.

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Authors and Affiliations

  1. Perm State National Research University, Perm, Russia

    Ya. P. Lumelskii & P. D. Feigin

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  1. Ya. P. Lumelskii
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  2. P. D. Feigin
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Correspondence to Ya. P. Lumelskii.

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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 16, p. 38–51, 2002.

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Lumelskii, Y.P., Feigin, P.D. Unbiased Variance Estimators in the Parametric Case. J Math Sci 189, 903–910 (2013). https://doi.org/10.1007/s10958-013-1230-z

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  • DOI: https://doi.org/10.1007/s10958-013-1230-z

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