Abstract
This paper proposes an estimator for the mean of a positive random variable given a sample from that random variable. The positive mean estimation problem is common, but there are few results for this problem in the literature. This paper shows the proposed estimator to be less sensitive to outlying values than the sample mean and determines its asymptotic mean squared error.
Citation
Gary W. Oehlert. "The Random Average Mode Estimator." Ann. Statist. 13 (4) 1418 - 1431, December, 1985. https://doi.org/10.1214/aos/1176349745
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