Estimation with Inadequate Information
本文定义了一类估计问题：估计“不可观测”事件的概率，例如根据短期观测估计长期事件概率，并指出此类问题中通常不存在合理的无偏估计量，最大似然估计也可能失效。
Abstract As a possible explanation for the existence of absurd UMVU estimators, a class of estimation problems is defined: estimating the probability of an “unobservable” event, for example, estimating the probability of an event of interest occurring over a long period of time from observations over a much shorter period. It is pointed out that in typical cases of this kind, no reasonable unbiased estimator can exist. Consideration of the maximum likelihood estimator suggests the possibility that in fact there may then often exist no reasonable estimators.