What is the asymptotic variance

Assignment Help Engineering Mathematics

Reference no: EM131529908

Question: Suppose that is an estimator of a derived from a sample of size T. We are given that

E(α^) = α + 2/T and var(α^) = 4α/T + α²/T²

(a) Examine whether as an estimator of α, α^ is (1) unbiased, (2) consistent, (3) asymptotically unbiased, and (4) asymptotically efficient.

(b) What is the asymptotic variance of α^?

Reference no: EM131529908

Questions Cloud

How do organizations acquire knowledge : How do organizations acquire knowledge? Where does knowledge reside? Can it be stolen? Can an individual lose knowledge? Can an organization lose knowledge?

Find the marginal densities of x and y : Suppose that X and Yare continuous random variables with the joint probability density function

Create a job description from the job analysis : Describe your method of collecting the information for the job analysis. Create a job description from the job analysis

Describe the closeout process for your project : Describe the closeout process for your project. Analyze whether or not continuous process improvements would have helped the delivery of your project.

What is the asymptotic variance : Examine whether as an estimator of a, a^ is (1) unbiased, (2) consistent, (3) asymptotically unbiased, and (4) asymptotically efficient.

Discuss the leadership development training approaches : Discuss the more common leadership development training approaches

What is the internal rate of return irr of project : It produces a positive cash flow of $5,000 per year in perpetuity starting at the end of the first year. What is the internal rate of return (IRR) of this project?

Identify your clients top five values from the card sort : Identify your clients top five values from the card sort. Connect the assessment results to the presenting issues. What themes emerged?

What is the role of neutrality in such a situation : Is there a measurement reliabilirv (verifiability) problem with lease capitalization?

User Account

All Pages