NONEXISTENCE OF UMVUE IN TWO-SIDE TRUNCATED DISTRIBUTION FAMILY
Liang Zhu · 1984
Suppose X_1,…,X_n are iid.samples drawn from a one-dimensional population dP_θ(x)=Q(θ)x~kI_((θ,cθ))(x)dx,a≤0b,where c1,a0,bca and k are given cons-tants and the parameterθruns over(a,b).It is shown that for any non-constant estimablefunction g(θ),there is no uniformly minimum variance unbiased estimate of g(θ)(in(a,b))based on X_1,…,X_n.