ESTYMATOR NIEOBCIĄŻONY CZY ESTYMATOR MINIMALIZUJĄCY BŁĄD ŚREDNIOKWADRATOWY
UNBIASED ESTIMATOR VERSUS MINIMUM MEAN SQUARE ERROR ESTIMATOR

Summary/Abstract: The aim of this paper in to answer the question whether the unbiased estimator (UN) or the minimum mean square error estimator (MMSEE). For this purpose simple examples of determining estimators of exponential and Laplace distributions parameters were considered. As criteria, the values of chi-square test statistic and Kolmogorov test statistic were examined. The obtained results do not provide an unequivocal answer to the problem.

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