Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153518 | Statistics & Probability Letters | 2011 | 13 Pages |
Abstract
Given a sample from a multivariate normal with mean μ, a method is given for obtaining estimates with low bias for a function of the parameters. When the function is a product of positive powers of the parameters, an unbiased estimate is available. Estimates of ratios like μ1/μ2μ1/μ2 are given with bias ∼n−5∼n−5, where nn is the sample size. Simulation studies show superior performance of these estimates versus traditional ones.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Christopher S. Withers, Saralees Nadarajah,