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Harmonic Unbiased Estimator: Some Properties

Dhritikesh Chakrabarty

Abstract

In an earlier study, concept of harmonic unbiased estimator was introduced and defined based on harmonic expectation. Attempt has here been made to identify some important properties/facts/results of harmonic unbiased estimator. This article is based on the information on this unbiased estimator obtained in the attempt.

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Partners Universal Innovative Research Publication (PUIRP) Volume: 03 Issue: 05 | September-October 2025 | ISSN: 3048-586X | www.puirp.com © 2025, PUIRP | PU Publications | DOI:10.5281/zenodo.17536909 Page | 92 Harmonic Unbiased Estimator: Some Properties Dhritikesh Chakrabarty Independent Researcher, Guwahati, Assam, India -------------------------------------------------------------------------------------- Abstract - In an earlier study, concept of harmonic unbiased estimator was introduced and defined based on harmonic expectation. Attempt has here been made to identify some important properties/facts/results of harmonic unbiased estimator. This article is based on the information on this unbiased estimator obtained in the attempt. Keywords: Estimation, Harmonic Unbiasedness, HUE, Some Properties. 1. INTRODUCTION Unbiasedness, in the literature of statistical estimation, is regarded as a desirable property/quality/criterion of an estimator [1 , 8 , 12, 13]. Originally, the concept of unbiasedness [8 , 9] was explained on the basis of the mathematical expectation [2 , 11 , 14], more specifically the arithmetic expectation, of the estimator concerned and accordingly unbiased estimator was defined [1 , 12 , 13]. This definition later was termed as arithmetic unbiased estimator [6]. Recently, concepts of harmonic unbiased estimator [6] was introduced and defined based on harmonic expectation [3 , 4 , 5 , 7]. Attempt has here been made on identifying some important properties/facts/results of harmonic unbiased estimator. This article is based on the information on this unbiased estimator obtained in the attempt. 2. HARMONIC UNBIASED ESTIMATOR Suppose, , , ………. , is a random sample drawn from a population of a non-zero real valued random variable X which follows a probability distribution having parameter θ & T = T( , , ………. , ) is an estimator of θ. Then T can be regarded as harmonic unbiased estimator of parameter θ if EH(T) = θ where EH(T) is the harmonic expectation of T. Let us abbreviate harmonic unbiased estimator by HUE. Note: HUE exists in the case of non-zero real valued estimator. The corresponding parameter θ, in this case, is an unknown non-zero real number. Partners Universal Innovative Research Publication (PUIRP) Volume: 03 Issue: 05 | September-October 2025 | ISSN: 3048-586X | www.puirp.com © 2025, PUIRP | PU Publications | DOI:10.5281/zenodo.17536909 Page | 93 3. ALGEBRAIC PROPERTIES OF HARMONIC UNBIASED IN ESTIMATOR Property (1): If T is HUE of parameter θ then c.T is HUE of parameter c.θ. Proof: This follows from the fact that EH(c.T) = c.EH(T) = c.θ Corollary: If T is HUE of parameter θ then −T is HUE of parameter −θ. This follows from the fact that EH(−T) EH(−1.T) = = −1.EH(T) = −θ Property (2): Harmonic mean (HM) of a finite number of HUEs of a parameter θ is also HUE of the parameter θ. Proof: Suppose, T and S are two HUEs of a parameter θ. Then EH (HM of T and S) = EH ( 2 1 𝑇+1 𝑆 ) = 2EH {(1 𝑇 +1 𝑆)−1} = 2{EA(1 𝑇 +1 𝑆)}−1 , (where EA(T) is the arithmetic expectation of T) = 2{EA(1 𝑇)+ EA(1 𝑆)}−1 = 2[{EH(𝑇)}−1+ {EH(𝑆) }−1]−1 = 2(𝜃 −1+𝜃 −1 )−1 = θ Therefore, HM of T and S is HUE of a parameter θ. Now suppose, 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟 are r HUEs of a parameter θ. Then HM of 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟 = 𝑟 1 𝑇1+1 𝑇2 +⋯……..+ 1 𝑇𝑟 Proceeding similarly as in the earlier case, one can obtain that EH (𝑟 1 𝑇1+1 𝑇2 +⋯……..+ 1 𝑇𝑟 ) = θ Therefore, HM of 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟 is HUE of θ. Thus, Property (2) has been proved for a finite number of estimators. Hence, Property (2) has been established. Partners Universal Innovative Research Publication (PUIRP) Volume: 03 Issue: 05 | September-October 2025 | ISSN: 3048-586X | www.puirp.com © 2025, PUIRP | PU Publications | DOI:10.5281/zenodo.17536909 Page | 94 Property (3): There may exists more than one HUE of a parameter. Proof: Let us consider a population following the uniform discrete distribution [10] described by the probability mass function P(X = ) = , ( = 1 , 2 , ……… , K) with population harmonic mean μH where μH = ( 1 1 𝐾 ∑ 1 𝐾 𝑛 𝑖 = 1 ) Suppose, , , ………. , is a random sample drawn from this population. Then each element of the sample assumes the values 1 , 2 , …….. , k with equal probability , so that by the definition of harmonic expectation, EH ( ) = (1 1 𝐾 ∑ 1 𝐾 𝑛 𝑖 = 1 ) = μH , for each (i = 1 , 2 , …….. , k) This implies each is a HUE of μH . By Property (3), HM of any two elements of the sample is HUE of μH . Similarly, HM of any three elements of the sample is also HUE of μH , HM of any four elements of the sample is also HUE of μH and so on. Thus, Property (3) has been established. Property (4): There may not exists HUE of a parameter. Proof: Let us consider a population following binomial distribution [10] having parameters R (number of trials) and p (probability of success). Suppose , , ………. , is a random sample drawn from this population. For this distribution, HUE of the binomial parameter p does not exist. Thus, Property (4) has been established. Partners Universal Innovative Research Publication (PUIRP) Volume: 03 Issue: 05 | September-October 2025 | ISSN: 3048-586X | www.puirp.com © 2025, PUIRP | PU Publications | DOI:10.5281/zenodo.17536909 Page | 95 Property (5): If T is HUE of parameter θ and S is HUE of parameter φ then HM of T and S is HUE of the HM of θ and φ. In general, if 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟 are r HUEs of the respective parameters 𝜃1 , 𝜃2 , ……….. , 𝜃𝑟. , then the HM of 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟 , is HUE of the HM of 𝜃1 , 𝜃2 , ……….. , 𝜃𝑟 . Proof: This follows from the fact that We EH (HM of T and S) = EH ( 2 1 𝑇+1 𝑆 ) = 2EH {(1 𝑇 +1 𝑆)−1} = 2{EA(1 𝑇 +1 𝑆)}−1 , (where EA(T) is the arithmetic expectation of T) = 2{EA(1 𝑇)+ EA(1 𝑆)}−1 = 2[{EH(𝑇)}−1+ {EH(𝑆) }−1]−1 = 2(𝜃 −1+ 𝜑−1)−1 = HM HM of θ and φ Proceeding similarly as in the earlier case, one can obtain that EH (HM of 𝑇1 , 𝑇2 , ……….. , 𝑇𝑟) = HM of 𝜃1 , 𝜃2 , ……….. , 𝜃𝑟 Hence, Property (5) has been established. 4. CONCLUSION Concept of geometric unbiasedness is likely to be useful and/or helpful in finding unbiased estimator of a parameter in the situation where the associated data are of ratio type or other allied types. The properties of geometric unbiased estimator, obtained here, are likely to be useful and/or helpful in finding unbiased estimator of a function of parameter in the similar situations. Moreover, the properties of geometric unbiased estimator are likely to be important and useful in enriching the theory of statistical estimation. 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