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Jackknife bias correction
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Probability and statistics
Statistical inference
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For an estimator
T
n
and leave-one-out versions
T
(
−
i
)
, the jackknife bias estimate and corrected estimator are
B
n
=
(
n
−
1
)
(
n
1
∑
i
T
(
−
i
)
−
T
n
)
,
T
JACK
=
T
n
−
B
n
.
(242)
If
B
n
=
a
/
n
+
b
/
n
2
+
O
(
n
−
3
)
, the correction leaves bias
O
(
n
−
2
)
.
Table of contents
61
1
Sample variance
Jackknife bias correction
28
Ancestors
(5)
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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