TY - JOUR AB - Let f (x) be a probability density function. The problem of estimating the functional ∫f2(x) dx by the Method of Frequency Moments is considered. An expression for the asymptotic mean squared error of the proposed estimator is given. The results are applied to the estimation of the reciprocal of the scale parameter in the Cauchy and Pareto distributions. An approximation for the bias in the Method of Frequency Moments is given, and a two step estimation procedure is discussed. VL - 7 IS - 3 SN - 0368-492X DO - 10.1108/eb005484 UR - https://doi.org/10.1108/eb005484 AU - HIGGINS J.J. AU - TICHENOR D.M. PY - 1978 Y1 - 1978/01/01 TI - SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS T2 - Kybernetes PB - MCB UP Ltd SP - 195 EP - 200 Y2 - 2024/03/28 ER -