Skip to content

Is unbiasing estimators always justified ?

Jean-Michel Levy

hep-pharXiv:hep-ph/0604133

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.

Create a lesson