Can we define a best estimator in simple 1-D cases ?
Data Analysis, Statistics and Probability
2014-08-12 v2 Methodology
Abstract
With a small number of measurements, the three most well known estimators of a single parameter give very different results when estimating a scale parameter. A transformation of this scale parameter to a location parameter by using logarithms of the data rends the three estimators equivalent in the absence of any a priori information.
Cite
@article{arxiv.1212.4307,
title = {Can we define a best estimator in simple 1-D cases ?},
author = {Eric Lantz and Francois Vernotte},
journal= {arXiv preprint arXiv:1212.4307},
year = {2014}
}
Comments
8 pages, 1 figure