Using the second moment to estimate parameter $p$ for a Geometric distribution, it is unbiased or not? If it...











up vote
0
down vote

favorite
1












Using the second moment (method of moment) to estimate parameter $p$ for a Geometric distribution with $mu=1/p$ and $var = 1/p^2$, it is unbiased or not? If it is biased, how to compute the bias?
Here is what I did.enter image description here










share|cite|improve this question
























  • There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
    – herb steinberg
    Nov 23 at 4:35










  • @herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
    – Weile Chen
    Nov 23 at 13:47










  • You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
    – herb steinberg
    Nov 23 at 18:09










  • @herbsteinbergThanks for helping me!
    – Weile Chen
    Nov 24 at 19:46















up vote
0
down vote

favorite
1












Using the second moment (method of moment) to estimate parameter $p$ for a Geometric distribution with $mu=1/p$ and $var = 1/p^2$, it is unbiased or not? If it is biased, how to compute the bias?
Here is what I did.enter image description here










share|cite|improve this question
























  • There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
    – herb steinberg
    Nov 23 at 4:35










  • @herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
    – Weile Chen
    Nov 23 at 13:47










  • You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
    – herb steinberg
    Nov 23 at 18:09










  • @herbsteinbergThanks for helping me!
    – Weile Chen
    Nov 24 at 19:46













up vote
0
down vote

favorite
1









up vote
0
down vote

favorite
1






1





Using the second moment (method of moment) to estimate parameter $p$ for a Geometric distribution with $mu=1/p$ and $var = 1/p^2$, it is unbiased or not? If it is biased, how to compute the bias?
Here is what I did.enter image description here










share|cite|improve this question















Using the second moment (method of moment) to estimate parameter $p$ for a Geometric distribution with $mu=1/p$ and $var = 1/p^2$, it is unbiased or not? If it is biased, how to compute the bias?
Here is what I did.enter image description here







probability-theory probability-distributions






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Nov 23 at 13:45

























asked Nov 23 at 3:59









Weile Chen

11




11












  • There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
    – herb steinberg
    Nov 23 at 4:35










  • @herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
    – Weile Chen
    Nov 23 at 13:47










  • You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
    – herb steinberg
    Nov 23 at 18:09










  • @herbsteinbergThanks for helping me!
    – Weile Chen
    Nov 24 at 19:46


















  • There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
    – herb steinberg
    Nov 23 at 4:35










  • @herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
    – Weile Chen
    Nov 23 at 13:47










  • You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
    – herb steinberg
    Nov 23 at 18:09










  • @herbsteinbergThanks for helping me!
    – Weile Chen
    Nov 24 at 19:46
















There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
– herb steinberg
Nov 23 at 4:35




There is a direct relationship between the second moment and p. The question makes sense only if the second moment is an estimate. Then you need to know the statistics that led to the estimate of the second moment.
– herb steinberg
Nov 23 at 4:35












@herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
– Weile Chen
Nov 23 at 13:47




@herbsteinbergThanks for replying me. I have edited the question and specified something, would you like to like it again? Thanks in advanced.
– Weile Chen
Nov 23 at 13:47












You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
– herb steinberg
Nov 23 at 18:09




You approach seems to be correct. In general, an unbiased estimate of the variance uses division by N-1 rather than division by N (sample size). This approach applies to any distribution where the variance is finite. en.wikipedia.org/wiki/Unbiased_estimation_of_standard_deviation
– herb steinberg
Nov 23 at 18:09












@herbsteinbergThanks for helping me!
– Weile Chen
Nov 24 at 19:46




@herbsteinbergThanks for helping me!
– Weile Chen
Nov 24 at 19:46















active

oldest

votes











Your Answer





StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});














draft saved

draft discarded


















StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3009958%2fusing-the-second-moment-to-estimate-parameter-p-for-a-geometric-distribution%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown






























active

oldest

votes













active

oldest

votes









active

oldest

votes






active

oldest

votes
















draft saved

draft discarded




















































Thanks for contributing an answer to Mathematics Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.





Some of your past answers have not been well-received, and you're in danger of being blocked from answering.


Please pay close attention to the following guidance:


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3009958%2fusing-the-second-moment-to-estimate-parameter-p-for-a-geometric-distribution%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







Popular posts from this blog

Probability when a professor distributes a quiz and homework assignment to a class of n students.

Aardman Animations

Are they similar matrix