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Biometrika 1970 57(1):57-65; doi:10.1093/biomet/57.1.57
© 1970 by Biometrika Trust
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The bias and accuracy of moment estimators

C. A. ROBERTSON and J. G. FRYER

University of Exeter

A new method for finding the biases and covariances of moment estimators to order n–2 is outlined and compared with existing solutions. It is thought that the new approach is likely to be particularly useful for cases where moment estimation is complicated. The application of the method to mixtures of normal distributions is considered in some detail and some numerical results are included.


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