If I am trying to estimate a function of a parameter by a plug-in method:(adsbygoogle = window.adsbygoogle || []).push({});

let's say p is a parameter then P' is an estimate of it

so then f(p) can be estimated by f(p').

So, my question is whether I will ALWAYS have a bias associated with this estimation.... even if the estimate function is infinitely differentiable....

prof in class gave reasons why you have bias with Normal distribution and Bernouli but not the general case...

Thanks

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# Homework Help: Unbiased estimates

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