Expected Absolute Error of the Usual Estimator of the Binomial Parameter
作者:
ColinR. Blyth,
期刊:
The American Statistician
(Taylor Available online 1980)
卷期:
Volume 34,
issue 3
页码: 155-157
ISSN:0003-1305
年代: 1980
DOI:10.1080/00031305.1980.10483022
出版商: Taylor & Francis Group
关键词: Binomial and Poisson distributions;Point estimation;Standard error;Average error;Mean deviation;Expected absolute error
数据来源: Taylor
摘要:
ForXwith binomial (n, p) distribution the usual measure of the error ofX/nas an estimator ofpis its standard errorSn(p)= √{E(X/n – p)2} = √{p(1 –p)/n}. A somewhat more natural measure is the average absolute errorDn(p) = E‖X/n – p‖. This article considers use ofDn(p)instead ofSn(p)in a student's first introduction to statistical estimation. Exact and asymptotic values ofDn(p), and the appearance of its graph, are described in detail. The same is done for the Poisson distribution.
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