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Theory of quadratic estimates of variance

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Abstract

A class of quadratic estimates is constructed for the second-order moment and variance of a random variable. These estimates are found on the basis of sample values obtained by simple sampling. The best quadratic estimates are found for the second-order moment and variance in the case of known mathematical expectation. The exactness of biased and unbiased estimates of variance is investigated in the case of unknown mathematical expectation.

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References

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Authors
  1. Yu. I. Petunin
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  2. N. P. Tupko
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Additional information

Kiev University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 9, pp. 1217–1231, September, 1999.

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Petunin, Y.I., Tupko, N.P. Theory of quadratic estimates of variance. Ukr Math J 51, 1370–1385 (1999). https://doi.org/10.1007/BF02593004

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  • DOI: https://doi.org/10.1007/BF02593004

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