English

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 θ\theta for cases where θ>0\theta > 0, 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 θk\theta^{-k}, and more generally to complete monotone functions q(θ)q(\theta).

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}
}