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

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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4026

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