Some Results On The Bias And Mean Squared Error In The Method Of Frequency Moments
Abstract
Let f(x) be a probability density function. The problem of estimating the functional ∫f2(x) dx by the Method of Frequency Moments is considered. An expression for the asymptotic mean squared error of the proposed estimator is given. The results are applied to the estimation of the reciprocal of the scale parameter in the Cauchy and Pareto distributions. An approximation for the bias in the Method of Frequency Moments is given, and a two step estimation procedure is discussed. © 1978, MCB UP Limited
Recommended Citation
J. J. Higgins and D. M. Tichenor, "Some Results On The Bias And Mean Squared Error In The Method Of Frequency Moments," Kybernetes, vol. 7, no. 3, pp. 195 - 200, Emerald, Mar 1978.
The definitive version is available at https://doi.org/10.1108/eb005484
Department(s)
Mathematics and Statistics
International Standard Serial Number (ISSN)
0368-492X
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Emerald, All rights reserved.
Publication Date
01 Mar 1978
