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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













0












$begingroup$


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.










share|cite|improve this question











$endgroup$











  • $begingroup$
    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















0












$begingroup$


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.










share|cite|improve this question











$endgroup$











  • $begingroup$
    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













0












0








0





$begingroup$


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.










share|cite|improve this question











$endgroup$




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






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








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
















  • $begingroup$
    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










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