PDA

View Full Version : properties of estimators

chay dolly
05-02-2005, 10:58 PM
does anyone know how to do it???

NewTubaBoy
05-03-2005, 08:04 AM
What are your questions about it? Just how to find the bias and the MSE that type of thing?

Sox34
05-03-2005, 09:09 AM
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
05-03-2005, 09:20 AM
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
05-03-2005, 02:00 PM
it just clicked. thank god for mahler