Is unbiasing estimators always justified ?

Details Is unbiasing estimators always justified ? Is unbiasing estimators always justified ?

2006-04-14

arxiv.org/abs/hep-ph/0604133v2

Physics

High Energy Physics

High Energy Physics - Phenomenology

One more example added, format changed

Scientific paper

It is argued that systematically unbiassing estimators is not always
justified and can be counter-productive. On the contrary, a general rule is
given to build a (slightly) biased but consistent estimator which is always
closer to the value being estimated than the unbiased estimator from which one
has started.

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