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Estimators without moments: The case of the reciprocal of a normal mean |
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| Authors: | Asad Zaman |
| Institution: | University of Pennsylvania, Philadelphia, PA 19104, USA |
| Abstract: | The appropriateness of using an estimator which has no moments depends very much on the loss function. This is illustrated by an example. In this paper the properties of various estimates of the reciprocal of a normal mean are analyzed with respect to different kinds of loss functions. |
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