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Unbiased expression? |
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| Jul26-07, 08:07 AM | #1 |
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Unbiased expression?
1. The problem statement, all variables and given/known data
In an example my book says that the expression bellow is unbiased. I can't see why this is exactly... 2. Relevant equations [tex] \begin{array}{l} \hat p = \frac{X}{n} \\\\ E(\hat p) = E\left( {\frac{X}{n}} \right) = \frac{1}{n} \cdot E(X) = \frac{1}{n} \cdot (n \cdot p) = p \\ \end{array} [/tex] 3. The attempt at a solution Could the reason be that the expression comes down to just p, which is simply a probability and we have no better suggestion than to believe that it "hits the target"? (If that didn't make any sense, just ignore it) |
| Jul26-07, 09:56 AM | #2 |
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A statistic [itex]\tau(x_1,x_2,...,x_n)[/itex] is said to be unbiased for a parameter [itex]\theta[/itex] if [itex]E[\tau(x_1,x_2,...,x_n)]=\theta[/itex].
It is just a definition. It is important to know that to say that [itex]\hat{p}=\frac{x}{n}[/itex] is unbiased is WRONG. It is unbiased for a particular PARAMETER. The expectation of [itex]\hat{p}[/itex] is precisely p. If it so happened that [itex]E[\hat{p}]=p-2[/itex] then [itex]\hat{p}[/itex] would not be an unbiased estimator for p, it would be an unbiased estimator for p-2. |
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