Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is...Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is technique resides in the structure of an inner product space. Th</span><span style="font-family:Verdana;">e technique uses conditioning </span></span><span style="font-family:Verdana;">of</span><span style="font-family:Verdana;"> an unbiased estimator </span><span style="font-family:Verdana;">on</span><span style="font-family:Verdana;"> a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.展开更多
文摘Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is technique resides in the structure of an inner product space. Th</span><span style="font-family:Verdana;">e technique uses conditioning </span></span><span style="font-family:Verdana;">of</span><span style="font-family:Verdana;"> an unbiased estimator </span><span style="font-family:Verdana;">on</span><span style="font-family:Verdana;"> a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.
