SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS
J.J. HIGGINS
(University of South Florida and University of Missouri‐Rolla, USA)
D.M. TICHENOR
(University of South Florida and University of Missouri‐Rolla, USA)
37
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.
Citation
HIGGINS, J.J. and TICHENOR, D.M. (1978), "SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS", Kybernetes, Vol. 7 No. 3, pp. 195-200. https://doi.org/10.1108/eb005484
Publisher
:MCB UP Ltd
Copyright © 1978, MCB UP Limited