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The bias and accuracy of moment estimators

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  • C. A. Robertson
  • J. G. Fryer

Abstract

SummaryA new method for finding the biases and covariances of moment estimators to order n−2 is outlined and compared with existing solutions. It is thought that the new approach is likely to be particularly useful for cases where moment estimation is complicated. The application of the method to mixtures of normal distributions is considered in some detail and some numerical results are included.

Suggested Citation

  • C. A. Robertson & J. G. Fryer, 1970. "The bias and accuracy of moment estimators," Biometrika, Biometrika Trust, vol. 57(1), pages 57-65.
    • Handle: RePEc:oup:biomet:v:57:y:1970:i:1:p:57-65.
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    File URL: http://hdl.handle.net/10.1093/biomet/57.1.57
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