Title of article :
A Study on the Higher Moments of a Biased Estimator
Author/Authors :
Foong, Ng Set Universiti Teknologi MARA - Department of Information Technology and Quantitative Sciences, MALAYSIA , Chin, Low Heng Universiti Sains Malaysia - School of Mathematical Sciences, MALAYSIA , Hoe, Quah Soon Universiti Sains Malaysia - School of Mathematical Sciences, MALAYSIA
Abstract :
In this paper, the biased estimator that is derived in Ng, Low, and Quah (2007) isfurther studied. The expression for the higher moments of the estimator is important ifwe want to know the whole sampling properties of the estimator. Hence, a general expressionfor the higher moments of the estimator is derived in this paper. Furthermore, the bias, variance, mean squared error, skewness and kurtosis of the estimator are derived from the higher moments of the estimator.
Keywords :
linear regression , estimator , moments
Journal title :
Esteem Academic Journal
Journal title :
Esteem Academic Journal
