5.7.4. An estimator ◊ is said to be squared-error consis- tent for 0 if lim E[(ên – 0)²] = 0. n→∞ - (a) Show that any squared-error consistent ê, is asymp- totically unbiased (see Question 5.4.15). (b) Show that any squared-error consistent Ôn is consis- tent in the sense of Definition 5.7.1.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter6: Applications Of The Derivative
Section6.CR: Chapter 6 Review
Problem 1CR
Question
100%
5.7.4. An estimator ◊ is said to be squared-error consis-
tent for 0 if lim E[(ên – 0)²] = 0.
n→∞
-
(a) Show that any squared-error consistent ê, is asymp-
totically unbiased (see Question 5.4.15).
(b) Show that any squared-error consistent Ôn is consis-
tent in the sense of Definition 5.7.1.
Transcribed Image Text:5.7.4. An estimator ◊ is said to be squared-error consis- tent for 0 if lim E[(ên – 0)²] = 0. n→∞ - (a) Show that any squared-error consistent ê, is asymp- totically unbiased (see Question 5.4.15). (b) Show that any squared-error consistent Ôn is consis- tent in the sense of Definition 5.7.1.
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