TY - JOUR
T1 - An exact formula for the mean squared error of the inverse estimator in the linear calibration problem
AU - Oman, Samuel D.
PY - 1985/2
Y1 - 1985/2
N2 - 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.
AB - 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.
KW - Inverse estimator
KW - Linear calibration problem
UR - http://www.scopus.com/inward/record.url?scp=0042438018&partnerID=8YFLogxK
U2 - 10.1016/0378-3758(85)90005-9
DO - 10.1016/0378-3758(85)90005-9
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AN - SCOPUS:0042438018
SN - 0378-3758
VL - 11
SP - 189
EP - 196
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
IS - 2
ER -