- #1
logarithmic
- 107
- 0
I'm wondering if the sample mean [tex]\sum{x_i}/n[/tex] and sample variance [tex]\frac{1}{n-1}\sum{(x_i-\bar{x})^2}[/tex] is always an unbiased estimate of the true expected value and variance of the random variable X, where x_i are iid samples. Or at least asymptotically unbiased.
I don't think it is, since the sample mean (and variance) is only the MLE of a few distributions, like the normal and poisson. So I see no reason for it to be unbiased for all distributions.
However, I've been running some simulations on R, and I cannot seem to find an example of a distribution where the sample mean isn't unbiased, same for the sample variance.
I don't think it is, since the sample mean (and variance) is only the MLE of a few distributions, like the normal and poisson. So I see no reason for it to be unbiased for all distributions.
However, I've been running some simulations on R, and I cannot seem to find an example of a distribution where the sample mean isn't unbiased, same for the sample variance.