Suppose that you have two independent unbiased estimators of the same parameter , say 1 and 2, with different variances v1 and v2 What linear combination c11 c22 is the minimum variance unbiased estimator of ...

Consider the optimization problem of minimizing the v ...

Suppose that you have two independent unbiased estimators of the same parameter , say 1 and 2,

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Suppose that you have two independent unbiased estimators of the same parameter θ, say θ1 and θ2, with different variances v1 and v2. What linear combination θ = c1θ1 + c2θ2 is the minimum variance unbiased estimator of θ?

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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Question Posted: Nov 11, 2010 02:51 AM

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Suppose that you have two independent unbiased estimators of the same parameter , say 1 and 2,

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