Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions
Statistics Theory
2025-07-25 v2 Statistics Theory
Abstract
For one-parameter continuous exponential families, we identify an unbiased estimator of the inverse of the natural parameter for cases where , extending an earlier result of \cite{voinov1985unbiased} applicable to a normal model. We provide various applications for Gamma models, Inverse Gaussian models, distributions obtained by truncation, and ratios of normal means. Moreover, we extend the findings to estimating negative powers , and more generally to complete monotone functions .
Keywords
Cite
@article{arxiv.2507.15077,
title = {Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions},
author = {Pankaj Bhagwat and Eric Marchand},
journal= {arXiv preprint arXiv:2507.15077},
year = {2025}
}