Simulation testing of unbiasedness of variance estimators
American Statistician
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Abstract
In this article I address the evaluation of estimators of variance for parameter estimates. Given an unbiased estimator X of a parameter θ, and an estimator V of the variance of X, how does one test (via simulation) whether V is an unbiased estimator of the variance of X? The derivation of the test statistic illustrates the need for care in substituting consistent estimators for unknown parameters.
| Publication type | Article |
|---|---|
| Publication Subtype | Journal Article |
| Title | Simulation testing of unbiasedness of variance estimators |
| Series title | American Statistician |
| DOI | 10.1080/00031305.1993.10475958 |
| Volume | 47 |
| Issue | 2 |
| Year Published | 1993 |
| Language | English |
| Publisher | Taylor & Francis |
| Contributing office(s) | Patuxent Wildlife Research Center |
| Description | 3 p. |
| First page | 132 |
| Last page | 134 |
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