Point estimator as a vectorPoint Estimator.Compute the Maximum Likelihood Estimator of a pareto Distribution for statistic…Maximum Likelihood without density?How to compute the consistency of an estimatorHow to show an estimator is consistent and solve the asymptotic distribution?Derive an unbiased estimator for $theta$.Does this estimator respect the likelihood principle?Understanding the density function and expected value of an estimator.Proving that the average of a log-likelihood ratio involving an ML estimator is positiveDerived parameter instead of parameter estimation
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Point estimator as a vector
Point Estimator.Compute the Maximum Likelihood Estimator of a pareto Distribution for statistic…Maximum Likelihood without density?How to compute the consistency of an estimatorHow to show an estimator is consistent and solve the asymptotic distribution?Derive an unbiased estimator for $theta$.Does this estimator respect the likelihood principle?Understanding the density function and expected value of an estimator.Proving that the average of a log-likelihood ratio involving an ML estimator is positiveDerived parameter instead of parameter estimation
$begingroup$
I am given the following definition of a point estimator.
Definition: $hattheta$ is point estimator of $theta$ if $hattheta = g(X_1,...,X_n)$ where $X_1,...,X_n$ are iid distributed with parameter $theta$ and $g$ is some function that estimates $theta$.
My question is whether this definition implies that we are only considering $thetain mathbbR$ (since a function is not a vector) instead of $theta in mathbbR^m$ which is in general the case.
statistical-inference
$endgroup$
add a comment |
$begingroup$
I am given the following definition of a point estimator.
Definition: $hattheta$ is point estimator of $theta$ if $hattheta = g(X_1,...,X_n)$ where $X_1,...,X_n$ are iid distributed with parameter $theta$ and $g$ is some function that estimates $theta$.
My question is whether this definition implies that we are only considering $thetain mathbbR$ (since a function is not a vector) instead of $theta in mathbbR^m$ which is in general the case.
statistical-inference
$endgroup$
$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday
add a comment |
$begingroup$
I am given the following definition of a point estimator.
Definition: $hattheta$ is point estimator of $theta$ if $hattheta = g(X_1,...,X_n)$ where $X_1,...,X_n$ are iid distributed with parameter $theta$ and $g$ is some function that estimates $theta$.
My question is whether this definition implies that we are only considering $thetain mathbbR$ (since a function is not a vector) instead of $theta in mathbbR^m$ which is in general the case.
statistical-inference
$endgroup$
I am given the following definition of a point estimator.
Definition: $hattheta$ is point estimator of $theta$ if $hattheta = g(X_1,...,X_n)$ where $X_1,...,X_n$ are iid distributed with parameter $theta$ and $g$ is some function that estimates $theta$.
My question is whether this definition implies that we are only considering $thetain mathbbR$ (since a function is not a vector) instead of $theta in mathbbR^m$ which is in general the case.
statistical-inference
statistical-inference
edited yesterday
Dani
asked yesterday
DaniDani
30411
30411
$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday
add a comment |
$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday
$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday
$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday
add a comment |
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$begingroup$
The definition is in general $m$ dimensional since a function can be a vector, i.e., $g:mathbbR^ntomathbbR^m$ in general. It usually coincides with the dimensionality of $X_1$ or maybe you could have a function which estimates both parameters of a Gamma distribution for example.
$endgroup$
– Stan Tendijck
yesterday