陽(yáng)同學(xué)
2022-05-27 20:55What is the difference between efficient, unbiased, consistent and best?
所屬:FRM Part I > Quantitative Analysis 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
姚奕助教
2022-05-28 20:17
該回答已被題主采納
unbiased是指: a statistic which has an expected value equal to the population volatility(構(gòu)造的樣本量的均值正好等于總體的參數(shù))
consistent是指:increasing his sample size will decrease the sampling error for this statistic.(增加樣本個(gè)數(shù),就能降低樣本估計(jì)的誤差)
efficent是指:在所有無(wú)偏估計(jì)量中,這個(gè)估計(jì)的方差最小。
best是:在所有線性無(wú)偏估計(jì)量中,這個(gè)估計(jì)的方差最小。所以efficent一定是best的,反之不然。
