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Unbiased distinguishing of translation families and integrability with respect to a convolution of measures

Published online by Cambridge University Press:  09 April 2009

H. S. Konijn
Affiliation:
Tel-Aviv University and The City University of New York
R. Sacksteder
Affiliation:
Tel-Aviv University and The City University of New York
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Let M1 and M2 be two sets of probability measures defined on Rn. Ameasurable R1 valued function h (l ≧1) is said to distinguish M1from M2unbiasedly if there are numbers or vectors I1 and I2 (I1I2) such that ∫Rnh(x)m(dx) = Ii if m is in Mi (i = 1, 2). Here we shall be concerned with the case where M1 and M2 are translation families, in that all of the elements of Mi are translates of a single measure mi. This means that if, for any t in Rn, mtt is the measure defined by , where Et {xt: xE}, then Mi = , where T is a subset of Rn. If M1 and M2 are of this type, we will investigate the conditions under which there does not exist a function to distinguishing M1 from M2 unbiasedly. A case of special interest arises if m2(E) = m1(BE) = m1 with B a non-degenerate n × n matrix, and particularly a nonzero multiple (scale parameter) of the identity matrix, cf. [1], [2]. For simplicity, take l = 1.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1968

References

[1]Konijn, H. S., ‘On a theorem of Halmos concerning unbiased estimation of moments’, Australian Math. Soc. 4 (1964), 229232.CrossRefGoogle Scholar
[2]Konijn, H. S., ‘Statistical reproduction of orderings and translation subfamilies’, Ann. Math. Statist. 37 (1966), 196202.CrossRefGoogle Scholar