Should S Get More Press?

This note discusses a problem appropriate for a beginning mathematical statistics course. Four estimators of the standard deviation of a normal data source are compared using mean square error. Both the uniformly minimum variance unbiased estimator and the usual estimator are found to be inadmissibl...

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Bibliographic Details
Published inThe American statistician Vol. 66; no. 4; p. 237
Main Author Cunningham, J. Kelly
Format Journal Article
LanguageEnglish
Published Alexandria Taylor & Francis Group 01.11.2012
American Statistical Association
Subjects
Estimation bias
Estimators
Estimators for the mean
Likelihood estimator
Maximum
Mean square errors
Point estimators
Standard deviation
Statistical variance
Statistics
Teacher's Corner
Unbiased estimators
Uniformly minimum-variance unbiased estimator
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Summary:This note discusses a problem appropriate for a beginning mathematical statistics course. Four estimators of the standard deviation of a normal data source are compared using mean square error. Both the uniformly minimum variance unbiased estimator and the usual estimator are found to be inadmissible.
ISSN:0003-1305
1537-2731
DOI:10.1080/00031305.2012.736915