An Edgeworth Curiosum

Stephen M. Stigler

doi:10.1214/aos/1176345085

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Home > Journals > Ann. Statist. > Volume 8 > Issue 4 > Article

July, 1980 An Edgeworth Curiosum

Stephen M. Stigler

Ann. Statist. 8(4): 931-934 (July, 1980). DOI: 10.1214/aos/1176345085

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Abstract

Taking the sample mean of a set of measurements need not be uniformly advantageous, even when $n = 2$ and all moments are finite. The examples presented include one given by Edgeworth in 1883.