Conditional bias-corrected normal mean estimate

ID: conditional-bias-corrected-normal-mean-estimate

In a two-stage normal trial, invert the pooled estimator's conditional mean after continuation to correct its selection shift. The root is unique when the pooled stage-1 weight satisfies , because its conditional-mean map has derivative between and one. This root also maximizes the corresponding conditional likelihood. It is distinct from exact conditional unbiasedness, which is supplied by a suitable Rao-Blackwell theorem construction.

New to topics? Read the docs here!