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Pitman's Measure of Closeness: A Comparison of Statistical Estimators
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Pitman's Measure of Closeness: A Comparison of Statistical EstimatorsPitman's Measure of Closeness: A Comparison of Statistical Estimators

Pitman's Measure of Closeness (PMC) is simply an idea whose time has come. Certainly there are many different ways to estimate unknown parameters, but which method should you use? Posed as an alternative to the concept of mean-squared-error, PMC is based on the probabilities of the closeness of competing estimators to an unknown parameter. 
 
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Tags: Pitman, unknown, Closeness, Measure, probabilities, Closeness, Pitman, Estimators