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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
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...
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This document was uploaded on 03/15/2014 for the course AMS 412 at SUNY Stony Brook.
- Spring '14