On unbiased estimation of positive integral powers of the natural parameter in exponential families

被引：1

作者：

Baringhaus, L ^{[1
]}

机构：

[1] Univ Hannover, Inst Math Stochastik, D-30060 Hannover, Germany

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2003年 / 30卷 / 03期

关键词：

exponential families; natural parameter of an exponential family; unbiased estimation;

D O I：

10.1111/1467-9469.00351

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We explore the structure of one-parameter exponential families admitting an unbiased estimator for a positive integral power of the natural parameter. It is seen that only exponential families dominated by Lebesgue measure can have this property. It is outlined that similar results can be obtained for other functions of the natural parameter.

引用

页码：597 / 608

页数：12

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