In tills paper me study certain properties of estimable and UMVU-estimable functions in a subfamily of the one-parameter exponential family of distributions for which there exists a sufficient and complete statistic following a Gamma distribution. These results are applied to the problem of estimation in the transformed chi-square family.
机构:
Comenius Univ, Fac Math Phys & Informat, Dept Probabil & Stat, Bratislava 84248, SlovakiaComenius Univ, Fac Math Phys & Informat, Dept Probabil & Stat, Bratislava 84248, Slovakia