Estimation Properties

By admin / May 7, 2020

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EXAM II Formula Sheets

Estimation Properties

Unbiassedness E[] = 

Minimum Variance VAR() as small as possible (there is a Cremer-Rao Lower Bound)

Consistency _n  as n

Common Estimators

Given a sample x₁,…,x_n from f(x|) with parameter(s)  unknown

Method of Moments (MOM):

Set: Theoretical Distribution Moments = Sample Moments

E[X|] = (1/n) _i=1,nx

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