13.If no other estimator of a given parameter has a sampling distribution with a smaller variance, the estimator used is best characterized as:
Select exactly 1 answers from the following:
A. accurate. B. efficient. C. unbiased. D. consistent.
答案和详解如下!
Feedback: Correct answer: B
Quantitative Methods for Investment Analysis, Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkle (CFA Institute, 2004), pp. 295?97
2006 Modular Level I, Vol. I, pp. 451-453
Study Session 3-11-g
identify and describe the desirable properties of an estimator
An unbiased estimator is efficient if no other unbiased estimator of the same parameter has a sampling distribution with smaller variance.
[此贴子已经被作者于2006-11-22 10:54:09编辑过]
记不清了,这个题目太像中国的考试了,故意为难人的吗
thanks
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