How To Construct An Unbiased Estimator. Then the statistic u ( x 1, x 2,., x n) is an unbiased estimator of the parameter θ. A more general definition of an unbiased estimator is due to e.
Suppose now that \(\sigma_i = \sigma\) for \(i \in \{1, 2, \ldots, n\}\) so that the outcome variables have the same standard deviation. Β ^ = n ∑ i = 1 n ln. Perhaps we should construct an unbiased estimator, given our discussion in the previous chapter.
