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jmill40000
03-19-2010, 03:49 PM
Hello,

I am trying to find an unbiased estimator for E(X/Y), where X is Normal(mu_1,sigma_1) and Y is Normal (mu_2,sigma_2). Does anyone happen to know such an unbiased estimator?

Also, I was wondering if anyone knows the bias of the naive estimator:

(Sample mean of X) / (Sample mean of Y).

Thank you so much in advance!

fed1
03-19-2010, 05:38 PM
http://www3.interscience.wiley.com/cgi-bin/fulltext/71004172/PDFSTART

This link shows how to find the expectation using taylor series expansioon.