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Math Help - T is to be an estimator for parameter theta

  1. #1
    Senior Member chella182's Avatar
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    T is to be an estimator for parameter theta

    Sorry about the naff title, couldn't think of anything else. So this question's on a past exam paper...

    Suppose T is to be used as an estimator for a parameter \theta. Describe five criteria you would use to judge whether T is a good estimator of \theta.


    So I have these five criteria written down:
    1. Unbiasedness; or, on average, the estimator is correct.
    2. Efficiency; or the estimator has a small variance.
    3. Consistency; where larger samples give more precise estimates i.e. E[T]\rightarrow\mu and Var(T)\rightarrow0 as n\rightarrow\infty
    4. Robustness/resistance; where the estimator will perform well even if the model isn't quite correct or there are outlying values in the data.
    5. Ease of calculation; since an estimator is more preferable if it is easy to calculate and understand.
    Is that what the question's getting at?
    Last edited by chella182; August 12th 2009 at 02:34 PM. Reason: Forgot to subscribe
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  2. #2
    MHF Contributor matheagle's Avatar
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    I'm not sure what your question is.
    Also unbiased (1) is E(T)=\theta so \mu is \theta
    and (3) is E(T_n)\to\theta
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