Is unbiasing estimators always justified ?
High Energy Physics - Phenomenology
2007-05-23 v2
Abstract
It is argued that systematically unbiassing estimators is not always justified and can be counter-productive. On the contrary, a general rule is given to build a (slightly) biased but consistent estimator which is always closer to the value being estimated than the unbiased estimator from which one has started.
Cite
@article{arxiv.hep-ph/0604133,
title = {Is unbiasing estimators always justified ?},
author = {Jean-Michel Levy},
journal= {arXiv preprint arXiv:hep-ph/0604133},
year = {2007}
}
Comments
One more example added, format changed