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- The first book cited (Andrews) has an instructive study of a very
simple problem.
- Given a univariate sample
from some distribution,
- Find an estimate of the mean
of the underlying probability
distribution.
- The natural method is to estimate
from the arithmetic mean
- As long as the underlying distribution has a finite Standard
Deviation, this will have an error
which
as 
.
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu