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A note on conditionally unbiased estimation after selection

Author

Listed:
  • Deshpande, Jayant V.
  • Muhammad Fareed, T. P.

Abstract

We establish the equivalence of conditional unbiasedness and Lehmann's risk unbiasedness and a necessary and sufficient condition for the existence of such estimators. This condition brings out transparently the reason for the nonexistence of such estimators in most cases based on single stage sampling.

Suggested Citation

  • Deshpande, Jayant V. & Muhammad Fareed, T. P., 1995. "A note on conditionally unbiased estimation after selection," Statistics & Probability Letters, Elsevier, vol. 22(1), pages 17-23, January.
    • Handle: RePEc:eee:stapro:v:22:y:1995:i:1:p:17-23
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    References listed on IDEAS

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    1. Cohen, Arthur & Sackrowitz, Harold B., 1989. "Two stage conditionally unbiased estimators of the selected mean," Statistics & Probability Letters, Elsevier, vol. 8(3), pages 273-278, August.
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    Cited by:

    1. Haojin Zhou & Tapan Nayak, 2015. "On the equivariance criterion in statistical prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(3), pages 541-555, June.

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