Some biased estimates of the mean of the normal distribution
โ Scribed by Khursheed Alam; James R. Thompson
- Publisher
- Springer Japan
- Year
- 1973
- Tongue
- English
- Weight
- 307 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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)].
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