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.
Suggested Citation
Link, W.A., 1993, Simulation testing of unbiasedness of variance estimators: American Statistician, v. 47, no. 2, p. 132-134, https://doi.org/10.1080/00031305.1993.10475958.
| 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 |