Simulation Testing of Unbiasedness of Variance Estimators

• 발행기관: 한국자료분석학회
• 저자명: Choon il Park
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.2 No.2, 255~261쪽, 전체 7쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2000.06.30

영문 초록

In this paper, we propose the evaluation of estimators of variance for parameter estimates. Given an unbiased estimator X of a parameter θ and an estimator V of the variance of X, how does test whether V is an unbiased estimator of the variance of X . The derivation of the test statistic illustrates the need for care in substituting consistent estimators for unknown parameters.

목차

1. Introduction

2. Asymptotic Distribution of Z

3. Maximum Likelihood Estimation of Parameters of a Multinomial Distribution

4. Asymptotic Standard Normal Distribution

5. Conclusion

References