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Unbiased estimates

  1. Jan 20, 2007 #1
    If I am trying to estimate a function of a parameter by a plug-in method:
    let's say p is a parameter then P' is an estimate of it
    so then f(p) can be estimated by f(p').
    So, my question is whether I will ALWAYS have a bias associated with this estimation.... even if the estimate function is infinitely differentiable....
    prof in class gave reasons why you have bias with Normal distribution and Bernouli but not the general case...
  2. jcsd
  3. Jan 20, 2007 #2


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    No, you don't ALWAYS have bias.

    For example f(p) = Ap + B for any constants A and B.
  4. Jan 20, 2007 #3
    ok, then how can I show (hint, not solution) that e-x' is not an unbiased estimate of e-lambda, where lambda is a parameter and x' it's estimation for Poisson rv
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