Re: 'Examine if estimator is unbiased'

Posted by ashutosh on May 29, 2014; 3:47am
URL: http://discussion-forum.276.s1.nabble.com/Examine-if-estimator-is-unbiased-tp7590905p7590924.html

Yeah, thats my point too. The max and the min values will vary sample to sample.

So the sample statistic becomes

Theta hat (call it $) =

Now E($) = E(  min (x1, x2,   xn) ) +  E( Max (x1,x2..... xn) )
             =  something => 0         +   ( Something <= theta)
which is not exactly equal to theta.

But it will tend to theta as n tends to infinity. Therefore $ is consistent but not unbiased.

I dont know I am right or wrong.