Authors

• M. Ganjali
• K. Shafie

Abstract

Some examples of absurd uniformly minimum variance
unbiased estimators are discussed. Two reasons, argued in the literature,
for having such estimators are lack of enough information in the
available data and property of unbiasedness. In this paper, accepting
both of these views, we show that an appropriate choice of loss function
using a general concept of unbiasedness leads to risk unbiased,
admissible and reasonable estimators. For this we extend the Rao-
Blackwell theorem using a new way of defining unbiased estimator.

Keywords

• Admissibility
• loss function
• risk Function
• unbiased estimator
• uniformly minimum variance unbiased estimator