SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS
Copyright policy )SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS
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.
- Florida Southern College United States
- Missouri University of Science and Technology United States
Cauchy Distributions, Parameter Estimation, Pareto Distributions, Statistical distribution theory, Method of Frequency Moments, Mean Squared Error
Cauchy Distributions, Parameter Estimation, Pareto Distributions, Statistical distribution theory, Method of Frequency Moments, Mean Squared Error
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