ABSTRACT

Standard methods for finding estimators proceed as follows. The data observed are a sample from a parent population indexed by a parameter θ ∈ Ω, where θ is often real- or vector-valued. We would like to consider estimators T of θ or some function q(θ). The question of how “good” the estimators are will be dealt with in Chapter 9. However, the following constructions of estimators seem “reasonable” on intuitive grounds.