Ng, Set Foong and Low, Heng Chin and Quah, Soon Hoe
(2008)
A study on the higher moments of a biased estimator / Ng Set Foong, Low Heng Chin and Quah Soon Hoe.
Esteem Academic Journal, 4 (2).
pp. 15-30.
ISSN 1675-7939
Abstract
In this paper, the biased estimator that is derived in Ng, Low, and Quah (2007) is further studied. The expression for the higher moments of the estimator is important if we want to know the whole sampling properties of the estimator. Hence, a general expressionfor the higher moments of the estimator is derived in this paper. Furthermore, the bias, variance, mean squared error, skewness and kurtosis of the estimator are derived from the higher moments of the estimator.
Metadata
| Item Type: | Article |
|---|---|
| Creators: | Creators Email / ID Num. Ng, Set Foong UNSPECIFIED Low, Heng Chin UNSPECIFIED Quah, Soon Hoe UNSPECIFIED |
| Subjects: | Q Science > QA Mathematics > Evolutionary programming (Computer science). Genetic algorithms Q Science > QA Mathematics > Analytic mechanics |
| Divisions: | Universiti Teknologi MARA, Pulau Pinang |
| Journal or Publication Title: | Esteem Academic Journal |
| ISSN: | 1675-7939 |
| Volume: | 4 |
| Number: | 2 |
| Page Range: | pp. 15-30 |
| Keywords: | linear regression, estimator, moments |
| Date: | 2008 |
| URI: | https://ir.uitm.edu.my/id/eprint/4026 |
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