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 |