※ 引述《selient (假安靜)》之銘言：
: 課本寫這樣:
: An unbiased estimator is said to be consistent if the
: difference between the estimator and the parameter grows smaller
: as the sample size grows larger.
: ╴
: 然後舉的是Ｘ
: ╴
: v(Ｘ) = σ^2 / n
: 舉的例子很不懂 有沒有人可以解釋一下 謝謝!
我想應該是這樣解釋的
MSE consistent
If lim MSE[T(x)] = lim Var[T(x)]+{Bias[T(x)]}^2 = 0
n→oo n→oo
then T(x) is consistent.
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