On the Existence of Unbiased Monte Carlo Estimators
- Mathé, Peter
2010 Mathematics Subject Classification
- 65C05 47B10
- unbiased Monte Carlo estimators, operator ideals
For many typical instances where Monte Carlo methods are applied attempts were made to find unbiased estimators, since for them the Monte Carlo error reduces to the statistical error. These problems usually take values in the scalar field. If we study vector valued Monte Carlo methods, then we are confronted with the question whether there can exist unbiased estimators. This problem is apparently new. Below it is settled precisely. Partial answers are given, indicating relations to several classes of linear operators in Banach spaces.
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