The Efficiency Of An Estimator. Application
CRISTINA-IOANA FATU
Abstract
Open-access reader
CRISTINA-IOANA FATU
Abstract
Open-access reader
In this paper we present a definition of an efficient estimator for an unknown parameter and an example. The optimal estimator is called the minimum variance unbiased estimator. This type of estimator will be our choice for the optimum or best estimator. The entire article consists my own point of view concerning the estimation theory in general and the efficient estimators in particular.
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In this paper we present a definition of an efficient estimator for an unknown parameter and an example. The optimal estimator is called the minimum variance unbiased estimator. This type of estimator will be our choice for the optimum or best estimator. The entire article consists my own point of view concerning the estimation theory in general and the efficient estimators in particular.
Key concepts: Minimum-variance unbiased estimator, Stein's unbiased risk estimate, Estimator, Efficient estimator, Bias of an estimator, Trimmed estimator, Invariant estimator, Consistent estimator