作者xiaofen (为自己活)
看板Statistics
标题Re: [问题] unbiased estimator
时间Sun Jan 14 18:49:39 2007
※ 引述《selient (假安静)》之铭言：
: 课本写这样:
: An unbiased estimator is said to be consistent if the
: difference between the estimator and the parameter grows smaller
: as the sample size grows larger.
: ╴
: 然後举的是Ｘ
: ╴
: v(Ｘ) = σ^2 / n
: 举的例子很不懂 有没有人可以解释一下 谢谢!
我想应该是这样解释的
MSE consistent
If lim MSE[T(x)] = lim Var[T(x)]+{Bias[T(x)]}^2 = 0
n→oo n→oo
then T(x) is consistent.
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