Discussion
Which of the following theorems is useful for obtaining uniformly minimum variance unbiased estimator of a parametric function ?
Answer: D
The theorem is Rao-Blackwell-Lehmann-Scheffe.
Rao-Blackwell says that conditioning an unbiased estimator on a sufficient statistic never increases its variance. Lehmann-Scheffe adds that if the sufficient statistic is also complete, the resulting unbiased function of it is the unique UMVUE. Together they give the standard recipe for a UMVUE.
Rao-Blackwell alone only improves an estimator; it does not guarantee the minimum. Neyman-Pearson concerns most powerful tests, and Basu's theorem concerns the independence of complete sufficient and ancillary statistics.
No comment is present. Be the first to comment.
Loading…
Post your comment
Please log in or register to post a comment.
Examination Categories
- SSC Exams
- Banking Exams
- Teaching Exams
- Civil Services Exams
- Railways Exams
- Engineering Recruitment Exams
- Defence Exams
- State Government Exams
- Police Exams
- Insurance Exams
- Nursing Exams
- Other Government Exams
- NRA CET
- PG Entrance Exams
- Campus Placement
- MBA Entrance Exams
- CUET and UG Entrance
- Judiciary Exams
- Regulatory Body Exams
- Software Development