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UMVUE OF POLYNOMIALS OF (EX)^(-1) FOR SEVERAL NATURAL EXPONENTIAL FAMILIES ON THE POSITIVE LINE

UMVUE OF POLYNOMIALS OF (EX)^(-1) FOR SEVERAL NATURAL EXPONENTIAL FAMILIES ON THE POSITIVE LINE
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摘要 In this paper, we obtain the UMVUE gn(1) of a polynomial of 1/m, say g(1/m), for several NEFs on [0, +∞), where m = E(X) and gn(1) is a polynomial of 1 with the same degree as g(1/m). These estimators are asymptotically normal and asymptotically efficient. The NEFs are the Gamma, the Inverse Gaussian and the Ressel as well as the Abel families. In this paper, we obtain the UMVUE gn(1) of a polynomial of 1/m, say g(1/m), for several NEFs on [0, +∞), where m = E(X) and gn(1) is a polynomial of 1 with the same degree as g(1/m). These estimators are asymptotically normal and asymptotically efficient. The NEFs are the Gamma, the Inverse Gaussian and the Ressel as well as the Abel families.
出处 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 2000年第4期337-343,共7页
关键词 UMVUE NATURAL EXPONENTIAL family POLYNOMIAL of inverse of mean. UMVUE, natural exponential family, polynomial of inverse of mean.

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