WEIGHTED MEAN AND ITS UNCERTAINTY ESTIMATION

Nien Fan Zhang
Abstract:
The weighted mean has been used to estimate the common mean of several populations with unknown and different variances. However, the traditional estimator of the variance of the weighted mean estimator underestimates the variance. Two new variance estimators are proposed with smaller biases and correspondingly formed intervals that have much better coverage probabilities for the mean. Results are extended to the general case with both Type A and Type B uncertainty components being presented.
Download:
PWC-2006-TC21-005u.pdf
DOI:
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Event details
Event name:
XVIII IMEKO World Congress
Title:

Metrology for a Sustainable Development

Place:
Rio de Janeiro, BRAZIL
Time:
17 September 2006 - 22 September 2006