Can we define a best estimator in simple 1-D cases ?
  With a small number of measurements, the three most well known estimators of a single parameter give very different results when estimating a scale parameter. A transformation of this scale parameter to a location parameter by using logarithms of the data rends the three estimators equivalent in the absence of any a priori information. 
Eric Lantz and Francois Vernotte
physics.data-an stat.ME