NO.PZ2023091601000046
问题如下:
Analyst Rob has identified an
estimator, denoted T(.), which qualifies as the bestlinear unbiased estimator
(BLUE). If T(.) is BLUE, which of the following must also necessarily be TRUE?
选项:
A.
T(.) must have the minimum variance among all possible estimators
B.
T(.)
must be the most efficient (the "best") among all possible estimators
C.
It is possible that T(.) is the maximum likelihood (MLE) estimator of variance; i.e., SUM([X - average (X)]^2)/(n-1)
D.
Among the class of
unbiased estimators that are linear, T(.) has the smallest variance.
解释:
请老师解释一下这道题,谢谢