Estimator's evaluation

Post date: Nov 08, 2016 10:12:46 PM

Consistency: the estimator converges to the latent parameter as the data -> inf.

Unbiased: the expectation of the estimator is the latent params, for a comparison with consistency, see [1].

Efficiency: its variance meets the CRLB, see [2].

[1] https://en.wikipedia.org/wiki/Consistent_estimator

[2] https://en.wikipedia.org/wiki/Efficient_estimator