caa a22 4500 477092225 CHVBK 20180405111518.0 cr unu---uuuuu 170330e19961201xx s 000 0 eng 10.1007/BF02589094 doi (NATIONALLICENCE)springer-10.1007/BF02589094 Merkle Milan Faculty of Electronic Engineering, University of Belgrade, P.O. Box 35-54, 11120, Belgrade, Yugoslavia aut Biased estimation of a variance [Elektronische Daten] [Milan Merkle] Summary: Let $$S^2 (\alpha ) = \frac{1}{{n + \alpha }}\mathop \Sigma \limits_{{\rm I} = 1}^n \left( {X_i - \hat \mu } \right)^2 $$ , whereX i are i.i.d. random variables with a finite variance σ2 and $$\hat \mu $$ is the usual estimate of the mean ofX i. We consider the problem of finding optimal α with respect to the minimization of the expected value of |S 2(σ)−σ2|k for variousk and with respect to Pitman's nearness criterion. For the Gaussian case analytical results are obtained and for some non-Gaussian cases we present Monte Carlo results regarding Pitman's criteron. Società Italiana di Statistica, 1996 Estimation of a variance nationallicence biased-estimation nationallicence chi square distribution nationallicence Pitman's nearness nationallicence Journal of the Italian Statistical Society Springer-Verlag 5/3(1996-12-01), 323-334 1121-9130 5:3<323 1996 5 10260 https://doi.org/10.1007/BF02589094 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02589094 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Merkle Milan Faculty of Electronic Engineering, University of Belgrade, P.O. Box 35-54, 11120, Belgrade, Yugoslavia aut NATIONALLICENCE 773 0- Journal of the Italian Statistical Society Springer-Verlag 5/3(1996-12-01), 323-334 1121-9130 5:3<323 1996 5 10260 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer