Estimators for the inverse powers of a normal mean

Christopher S. Withers, Saralees Nadarajah

    Research output: Contribution to journalArticlepeer-review

    Abstract

    Given a sample from a normal population unbiased estimators are obtained for positive powers of the mean and estimators of almost exponentially small bias are obtained for negative powers of the mean. Simulation studies show superior performance of these estimators versus known ones. © 2012 Elsevier B.V.
    Original languageEnglish
    Pages (from-to)441-455
    Number of pages14
    JournalJournal of Statistical Planning and Inference
    Volume143
    Issue number2
    DOIs
    Publication statusPublished - Feb 2013

    Keywords

    • Bias reduction
    • Normal
    • Powers of the mean

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