A study on the higher moments of a biased estimator / Ng Set Foong, Low Heng Chin and Quah Soon Hoe

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

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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.

Item Type: Article
Creators:
CreatorsEmail
Ng, Set FoongUNSPECIFIED
Low, Heng ChinUNSPECIFIED
Quah, Soon HoeUNSPECIFIED
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
Item ID: 4026
Uncontrolled Keywords: linear regression, estimator, moments
Last Modified: 22 Feb 2017 09:27
Depositing User: Staf Pendigitalan 1
URI: http://ir.uitm.edu.my/id/eprint/4026

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