2006•Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona)Open access
What does intrinsic mean in statistical estimation? (with discussion)
Gloria García, Josep Maria Oller Sala
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Abstract
In this paper we review different meanings of the word intrinsic in statistical estimation, focusing our attention on the use of this word in the analysis of the properties of an estimator.We review the intrinsic versions of the bias and the mean square error and results analogous to the Cram´er-Rao inequality and Rao-Blackwell theorem. Different results related to the Bernoulli and normal distributions are also considered.