An exact formula for the mean squared error of the inverse estimator in the linear calibration problem

Samuel D. Oman*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

The linear calibration problem is considered. An exact formula for the mean squared error of the inverse estimator, involving expectations of functions of a Poisson random variable, is derived. The formula may be expressed in closed form if the number of observations in the calibration experiment is odd; for an even number of observations, the numerical evaluation of a simple integral or the use of a standard table of the confluent hypergeometric function is required. Previous expressions for the mean squared error have either been asymptotic expansions or estimates obtained by simulation.

Original languageEnglish
Pages (from-to)189-196
Number of pages8
JournalJournal of Statistical Planning and Inference
Volume11
Issue number2
DOIs
StatePublished - Feb 1985

Keywords

  • Inverse estimator
  • Linear calibration problem

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