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June 9, 2009

Unbiasedness is probably the best known criterion for evaluating the performance of estimators. This note describes unbiasedness, demonstrating various failings of the criterion. It is shown that unbiased estimators might not exist, or might not be unique; an example of a unique but clearly unacceptable unbiased estimator is given. It is shown that unbiased estimators are not translation invariant. Various alternative criteria are described, and are illustrated through examples.

Citation Information

Publication Year 1998
Title Unbiasedness
Authors W.A. Link
Publication Type Book Chapter
Publication Subtype Book Chapter
Index ID 5210868
Record Source USGS Publications Warehouse
USGS Organization Patuxent Wildlife Research Center