properties of estimators

[chay dolly]

does anyone know how to do it???

[NewTubaBoy]

What are your questions about it? Just how to find the bias and the MSE that type of thing?

[Sox34]

these are pretty straightforward - make some flashcards and just review multiple times - the formulas aren't too bad

I don't think any ?s on this material will be very difficult - either a do you know the formula problem or a word problem... but this is just a guess

[NewTubaBoy]

That's how I feel too. But sometimes you also have to understand order statistics to understand this material. For example, I've seen a couple of Mahler's problems where to he said something like, "You estimeate the mean of an exponential distribution with the MEDIAN of 5 values. What is the bias of that estimator."

So in order to do that, you've got to know how to get the expected value and variance of the median, which you use order statistics to do. I don't think they would give us anything that hard, but it could happen.

I would expect more something like, this:

Variance A = 5
Variance B = 6
Covariance [a,b] = -2

A new estimator C is C = wA + (1-w)B. What is the MSE of C

Mahler had a problem like that on his practice exam and I thought it was good becuase in order to find MSE you have to also find bias, so it tests two concepts.

[chay dolly]

it just clicked. thank god for mahler