Unbiasedness and Bayes Estimation
Statistics Theory
2015-12-14 v1 Statistics Theory
Abstract
Assuming squared error loss, we show that finding unbiased estimators and Bayes estimators can be treated as using a pair of linear operators that operate between two Hilbert spaces. We note that these integral operators are adjoint and then investigate some consequences of this fact.
Cite
@article{arxiv.1512.03508,
title = {Unbiasedness and Bayes Estimation},
author = {Siamak Noorbaloochi and Glen Meeden},
journal= {arXiv preprint arXiv:1512.03508},
year = {2015}
}