Theory of quadratic estimates of variance

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 mathe...

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Bibliographic Details
Date:1999
Main Authors: Petunin, Yu. I., Tupko, N. P., Петунин, Ю. И., Тупко, И. П.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1999
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4718
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary: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.