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.

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PWC-2006-TC21-005u.pdf

DOI

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IMEKO TC

TC21 - Mathematical Tools for Measurements

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