# Tagged Questions

Refers to an estimator of a population parameter that "hits the true value" on average. That is, a function of the observed data $\hat{\theta}$ is an unbiased estimator of a parameter $\theta$ if $E(\hat{\theta}) = \theta$. The simplest example of an unbiased estimator is the sample mean as an ...

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### Unbiased estimator from two SRS less duplicates

Suppose I take two independent random samples from a population of size $N$: the first is a simple random sample of size $n$ and the second is a simple random sample of size $m$. Let set $S$ contain ...
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### Choosing the most efficient estimator - OLS, unbiased, consistent

We have a regression: and we know that OLS assumptions 1-4 are fulfilled and therefore the OLS estimator B is unbiased and consistent. Someone proposes the alternative estimator: OR to transform ...
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### Maximum likelihood estimation of volume

There is a metric called as the Volume V Can somebody explain to me how to find the value of V, which is the volume of a dynamical system. I need to apply maximum likelihood estimation on V to find ...
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### Simple OLS with two samples

I want to obtain an unbiased estimator for $b_1$ in a simple regression like that: $Y_i = B_0 + B_1X_i + u_i$ when I have two samples, always same size for Y and X, but once the sample size is l and ...
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### Decision Fusion using Multiple Data Sources with different update rates and accuracy

If you have two data sources which report their decision at different data rates, and have different "trustworthiness" how can I combine them so that I can take advantage of both of them? I'm still ...
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### Bias in Estimators of Lognormal

I am modelling a process distributed as a 2 parameter lognormal distribution; determining the parameters by maximum likelihood. I have simulated the bias in the estimators (logmean and logsd) as well ...
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### Is there an unbiased estimator of an Hellinger distance?

In a setting where one observes $X_1,\ldots,X_n$ distributed from a distribution with density $f$, I wonder if there is an unbiased estimator (based on the $X_i$'s) of the Hellinger distance to ...
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### Parameter estimation of exponential distribution with biased sampling

I want to calculate the parameter $\lambda$ of the exponential distribution $e^{-\lambda x}$ from a sample population taken out of this distribution under biased conditions. As far as I know, for a ...