Consistent Estimator
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See: Estimator Bias, Asymptotically Normal Estimator, Estimator.
References
2009
- http://en.wikipedia.org/wiki/Consistent_estimator
- In statistics, a consistent sequence of estimators is one which converges in probability to the true value of the parameter. Often, the sequence of estimators is indexed by sample size, and so the consistency is as sample size (n) tends to infinity. Often, the term consistent estimator is used, which refers to the whole sequence of estimators, resp. to a formula that is used to obtain a term of the sequence.
- Consistency with convergence in probability can be referred to as weak consistency. The notion of consistency can be extended to other modes of Convergence of random variables; for example, a sequence is said to be strongly consistent if it converges almost surely to the true parameter.