Jackknife and Bootstrap Resampling Methods in Statistical Analysis to Correct for Bias
نویسنده
چکیده
This result is obvious but also useful because it tells us that the sample mean is an unbiased estimate for the exact mean, in the sense that the average of the sample mean, over many repetitions, is the exact mean. An unbiased estimate will become more and more accurate as the number of data points is increased. However, a biased estimate not continue to improve with increasing N once the error is smaller than the bias. Hence we should work with unbiased estimators. We will also be interested in the variance of the sample mean (again averaged over many repetitions). We find that
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