Article ID Journal Published Year Pages File Type
10525123 Journal of Statistical Planning and Inference 2011 13 Pages PDF
Abstract
Conditional bias and asymptotic mean sensitivity curve (AMSC) are useful measures to assess the possible effect of an observation on an estimator when sampling from a parametric model. In this paper we obtain expressions for these measures in truncated distributions and study their theoretical properties. Specific results are given for the UMVUE of a parametric function. We note that the AMSC for the UMVUE in truncated distributions verifies some of the most relevant properties we got in a previous paper for the AMSC of UMVUE in the NEF-QVF case, main differences are also established. As for the conditional bias, since it is a finite sample measure, we include some practical examples to illustrate its behaviour when the sample size increases.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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