Definition efficient estimator if is an unbiased

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: ient Estimator If is an unbiased estimator of estimator of . and its variance = C-R lower bound, then is an efficient Definition. Best Estimator If is an unbiased estimator of best estimator for . and var( ) Efficient Estimator Example 2. If is a random sample from for all unbiased estimator , then is a Best Estimator , then is an unbiased estimator for . Compute 1. and 2. C-R lower bound for Solution. 1. 2. C-R lower bound 3 The value of 1 is less than the value of 2. But, it is NOT a contradiction to th...
View Full Document

This document was uploaded on 03/15/2014 for the course AMS 412 at SUNY Stony Brook.

Ask a homework question - tutors are online