趙同學(xué)
2023-04-01 23:06請(qǐng)教老師分別什么會(huì)影響efficient, unbiased, consistent and best呢？
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
ES助教
2023-04-03 13:49
該回答已被題主采納
同學(xué)，你好
題干中
1.“an expected value equal to the population volatility ”——unbiased
2.“increasing his sample size will decrease the sampling error for this statistic”——Consistency
Unbiased—— the expected value of the estimator should equal to the parameter of population.
Consistency requires that the accuracy of the parameter estimate increases and so many finite sample bias must diminish as the sample size increases
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