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Some biased estimates of the mean of the normal distribution

โœ Scribed by Khursheed Alam; James R. Thompson


Publisher
Springer Japan
Year
1973
Tongue
English
Weight
307 KB
Volume
25
Category
Article
ISSN
0020-3157

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The authors gratefully acknowledge the valuable assistance of Mr. M. ROSIN of Data Processing Division, United Aircraft Research Laboratories, East Hartford, Conn.. in preparation of Tables 2 to 4. 11. ' l & = P(") f (X'"' -Y'"') [sf ( n ) -S,? (n)];[S: (n) + s; (n) -2 Si? (n)].

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The most commonly used estimator for a log-normal mean is the sample mean. In this paper, we show that this estimator can have a large mean square error, even for large samples. Then, we study three main alternative estimators: (i) a uniformly minimum variance unbiased (UMVU) estimator; (ii) a maxim