Category:Consistent Estimators
Jump to navigation
Jump to search
This category contains results about Consistent Estimators.
Definitions specific to this category can be found in Definitions/Consistent Estimators.
Let $X_1, X_2, \ldots, X_n$ be random variables.
Let the joint distribution of $X_1, X_2, \ldots, X_n$ be indexed by a population parameter $\theta$.
Let $\hat \theta$ be an estimator of $\theta$.
Then $\hat \theta$ is consistent if and only if:
- $\ds \lim_{n \mathop \to \infty} \map \Pr {\size {\hat \theta - \theta} \ge \epsilon} = 0$
for all $\epsilon > 0$.
This category currently contains no pages or media.