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  2. Consistent estimator - Wikipedia

    en.wikipedia.org/wiki/Consistent_estimator

    In this way one would obtain a sequence of estimates indexed by n, and consistency is a property of what occurs as the sample size “grows to infinity”. If the sequence of estimates can be mathematically shown to converge in probability to the true value θ 0, it is called a consistent estimator; otherwise the estimator is said to be ...

  3. Fisher consistency - Wikipedia

    en.wikipedia.org/wiki/Fisher_consistency

    This estimator is asymptotically consistent, but not Fisher consistent for any n. The sample mean is a Fisher consistent and unbiased estimate of the population mean, but not all Fisher consistent estimates are unbiased. Suppose we observe a sample from a uniform distribution on (0,θ) and we wish to estimate θ. The sample maximum is Fisher ...

  4. Asymptotic theory (statistics) - Wikipedia

    en.wikipedia.org/wiki/Asymptotic_theory_(statistics)

    A sequence of estimates is said to be consistent, if it converges in probability to the true value of the parameter being estimated: ^ . That is, roughly speaking with an infinite amount of data the estimator (the formula for generating the estimates) would almost surely give the correct result for the parameter being estimated.

  5. Estimator - Wikipedia

    en.wikipedia.org/wiki/Estimator

    A consistent estimator is an estimator whose sequence of estimates converge in probability to the quantity being estimated as the index (usually the sample size) grows without bound. In other words, increasing the sample size increases the probability of the estimator being close to the population parameter.

  6. Minimax estimator - Wikipedia

    en.wikipedia.org/wiki/Minimax_estimator

    The risk is constant, but the ML estimator is actually not a Bayes estimator, so the Corollary of Theorem 1 does not apply. However, the ML estimator is the limit of the Bayes estimators with respect to the prior sequence π n ∼ N ( 0 , n σ 2 ) {\displaystyle \pi _{n}\sim N(0,n\sigma ^{2})\,\!} , and, hence, indeed minimax according to ...

  7. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    In 1980, White proposed a consistent estimator for the variance-covariance matrix of the asymptotic distribution of the OLS estimator. [2] This validates the use of hypothesis testing using OLS estimators and White's variance-covariance estimator under heteroscedasticity.

  8. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The table shown on the right can be used in a two-sample t-test to estimate the sample sizes of an experimental group and a control group that are of equal size, that is, the total number of individuals in the trial is twice that of the number given, and the desired significance level is 0.05. [4]

  9. Estimation statistics - Wikipedia

    en.wikipedia.org/wiki/Estimation_statistics

    Estimation statistics, or simply estimation, is a data analysis framework that uses a combination of effect sizes, confidence intervals, precision planning, and meta-analysis to plan experiments, analyze data and interpret results. [1]