Optimal Unbiased Estimation for Maximal Distribution

2016/11/23 by Hanqing Jin, Jin, Hanqing, Shigē Péng +1 · 2 citations
Computer Science · Decision Sciences · Mathematics · #60A05 #60F05 #62D05 #62F10 #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks

paper · pdf · doi:10.48550/arxiv.1611.07994

openalex publication_date 2016/11/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Unbiased estimation for parameters of maximal distribution is a very fundamental problem in the statistical theory of sublinear expectation. In this paper, we proved that the maximum estimator is the largest unbiased estimator for the upper mean and the minimum estimator is the smallest unbiased estimator the the lower mean.

Citations

• The Independence under Sublinear Expectations

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