Asymptotically Normal Estimator: Difference between revisions
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* http://en.wikipedia.org/wiki/Estimator#Asymptotic_normality | * http://en.wikipedia.org/wiki/Estimator#Asymptotic_normality | ||
** An '''asymptotically normal estimator</B> is a consistent estimator whose distribution around the true parameter \theta approaches a [[normal distribution]] with standard deviation shrinking in proportion to 1/\sqrt{n} as the [[sample size]] <math>n</math> grows. | ** An '''asymptotically normal estimator</B> is a consistent estimator whose distribution around the true parameter \theta approaches a [[normal distribution]] with standard deviation shrinking in proportion to 1/\sqrt{n} as the [[sample size]] <math>n</math> grows. | ||
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Latest revision as of 01:53, 5 January 2021
An Asymptotically Normal Estimator is a Consistent Estimator whose ...
References
- http://en.wikipedia.org/wiki/Estimator#Asymptotic_normality
- An asymptotically normal estimator is a consistent estimator whose distribution around the true parameter \theta approaches a normal distribution with standard deviation shrinking in proportion to 1/\sqrt{n} as the sample size [math]\displaystyle{ n }[/math] grows.