Bike Forums > Foo > Statistics -- blue estimator?
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 09-05-09, 08:53 PM #1 phantomcow2 la vache fantôme Thread Starter     Join Date: Aug 2004 Location: NH Bikes: Posts: 6,266 Mentioned: 0 Post(s) Tagged: 0 Thread(s) Quoted: 1 Post(s) Statistics -- blue estimator? Some point estimator, mu hat, is given by the following: mu hat = .2X1 + 2.5X2 - X3 - .7X4 There are 4 samples (Xi). I am asked to determine whether this mu hat is a BLUE estimator of mu. I can prove that mu hat is unbiased by taking the expected value of the expression, and I can show that mu hat is not a linear estimator. Since it is not even a linear estimator, I would expect that this is not a BLUE estimator. But I feel like I get in trouble when I make assumptions, so I thought I'd ask if somebody could shed some light here. Thanks. __________________ C://dos C://dos.run run.dos.run Last edited by phantomcow2; 09-05-09 at 10:40 PM.
 09-05-09, 10:40 PM #2 phantomcow2 la vache fantôme Thread Starter     Join Date: Aug 2004 Location: NH Bikes: Posts: 6,266 Mentioned: 0 Post(s) Tagged: 0 Thread(s) Quoted: 1 Post(s) nevermind this. I realize it is a linear estimator after all. __________________ C://dos C://dos.run run.dos.run
 09-05-09, 10:56 PM #3 Ted Danson Senior Member     Join Date: Jul 2006 Location: Wisconsin Bikes: Posts: 377 Mentioned: 0 Post(s) Tagged: 0 Thread(s) Quoted: 0 Post(s) Whats a mu hat? __________________ Merton Enthusiast
 09-05-09, 11:15 PM #4 Luddite Mrs. DataJunkie     Join Date: Jun 2009 Location: Vancouver, BC Bikes: Asama "Luddite" and Kuwahara MTB from the 90s Posts: 1,529 Mentioned: 0 Post(s) Tagged: 0 Thread(s) Quoted: 0 Post(s) Holy gods, is this what statistics is like? I'm so fragged!
 09-06-09, 11:05 AM #5 RUOkie Scarlet Knight     Join Date: May 2009 Location: In a Haggard Song Bikes: 2009 ORBEA Onix Rival. 2012 Felt Breed, 1999 Raleigh 500 Posts: 11,243 Mentioned: 21 Post(s) Tagged: 0 Thread(s) Quoted: 278 Post(s)
09-06-09, 11:18 AM   #6
Allen
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Quote:
 Originally Posted by Ted Danson Whats a mu hat?

Though I recommend Poodle Hat.