Journal of the Korean Statistical Society
- 제19권2호
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- Pages.176-181
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- 1990
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
An Optimality Criterion for Median-unbiased Estimators
초록
Sung [1990] presented an analogue of the classical Cramer-Rao inequality for median-unbiased estimators with continuous multivariate densities depending upon a vector parameter. In the process, diffusivity, a new dispersion measure relevant to median-unbiased estimators, was defined to be a function of median-unbiased estimator's density height. In this paper we shall elaborate these ideas by defining a second kind of diffusivity and discuss the role of model-unbiasedness in median-unbiased estimation in connection with this seconde kind of diffusivity. In addition, median-unbiased estimation will be compared to mean-unbiased estimation.
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