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SOME LOWER BOUND OF BHATTACHARYA TYPE FOR MEDIAN-UNBIASED ESTIMATES

Title
SOME LOWER BOUND OF BHATTACHARYA TYPE FOR MEDIAN-UNBIASED ESTIMATES
Authors
윤은주
Issue Date
1994
Department/Major
대학원 통계학과
Keywords
LOWER BOUNDBHATTACHARYA TYPEMEDIAN-UNBIASEDESTIMATES
Publisher
Graduate School of Ewha Womans University
Degree
Master
Abstract
We derive a new lower bound of Bhattacharya type for the median-unbiased estimator. in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of regression and time series data are considered as examples.;본 논문에서는 부수적 모수(unbised parameter)가 있는 통계 모형에서 관심모수의 중앙값 불편추정치(median-unbised estimator)에 대한 기존의 Cramer-Rao형의 하한 (lower-bound) 보다 정확한 Bhattachrya Type의 새로운 하한을 유도하였다. 뿐만 아니라 이 하한을 만족하는 중앙값 불편추정치(median-unbised estimator)가 존재할 필요충분조건을 구하여 이를 여러 경우에 적용하였다.
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