第7章 参数估计精要.ppt

90 90 38 In this diagram, do the populations have equal or unequal variances? Unequal. 90 90 An estimator is a random variable used to estimate a population parameter (characteristic). Unbiasedness An estimator is unbiased if the mean of its sampling distribution is equal to the population parameter. Efficiency The efficiency of an unbiased estimator is measured by the variance of its sampling distribution. If two estimators, with the same sample size, are both unbiased, then the one with the smaller variance has greater relative efficiency. Consistency An estimator is a consistent estimator