I'm interested in estimating the mean and standard deviation of a signal that was sampled non-uniformly. Assuming I have an estimate of the signal bandwidth, what algorithms would provide estimates of these quantities?
I imagine simply weighting the values by their relative frequencies could work. But is this actually a good approach? Does it have some theoretical guarantee like how the sample mean is an unbiased estimator of the population mean?
I'd appreciate any insight or references I could turn to. Thank you.