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2 1 rp gs 42 - _4 oof NL ~ we i 4 De ve Q = p7 vA 1 = * W KLe) x's Ox = xC/pS Kw [yg da = War . ° a, Mary ato ar Lad CORRELATAR, WEIGHTS ro tha A A 4 = - As 2 me Stay= fan as z ace THOS Makes A Une ASED SUMMARY JUAMbET FX He +w, WIRE HIS woe CKaowdd, winwlea Cc) AWD 8 1S To BE ESTMATED 6 (wren 'HT Es [8S THE AVY ESTIMATOR Cans ALSe ERFICpenr) AND Pro Covaniance tes o Cee CaTe"# ) THis (5 THe GENERAL Civene oper. Gevem@aw AVY ESTIMATION Now ASSuse CRB WET SATISFID Wits E@unrtiry, Theme 18 We EPFICJENT ESTIMATOR. foe do we FiWd THE VU ESTIMATOR oF ir Eusrs)? SOFF/éjewT crarisnes REE INT STATISTICS | THESE LEAD Te ALYY ESTIMATORS. RetALL De LEVER Ja WEN EXATPLED y ve 2 Xba 15 YU ESTMARR NITh VARinn cE O~ fy ’ Coms) DER Abo) AS AW ESTIAATR E(AP= e(xt01) =A > wibsjaser VARC A) = ~ar(xho)) = Ef wl) = o> VARIANCE OF A fey CAREER BEtTAUrE ~ uty, xeay, sey Lbwt > bl FoR ATION WOT USED i WITH REGARDS To ESTIMATION WE ASK WHICH DATA ARE sthentinr off SUFFICIENT FoR ESTIMATION C Cons en J, = § Kt aly. einen Ses f xtos FAL LOY bw) } 53 é Z Klay . aco ALL SETS PRE CS OFFIGIEWT Siyce- a Ay be Found. BB, powerea, IS THE fed ONE once TPE SUFFICIENT srAnsties: Ake SPRL CIENT STR IIS HES Keown Wwe Caw DISCARD DATA. Atk sw Foa~ MATION OF DATA ps SormpARsreD. To QvawTFY THESE (Dems! ot ConnseR 2XLad At THe sx ave wt AFTER ossenviveé CxXLay =7% wre as ’ DATA WILL TELL VS NoTHin6 ABOUT fA mR act pl x) Zxla)= 70 ZA) wiee wor DEPEWA ow AL 0 THER WIE PATA Niet PROVIDE APPIT{NAL JNFORMATIN AboUT A. To SHow THAT . Zam I A SS Conpore THE Conds 7 ion a PDE pled rled-h Ad = ple rhr> Teja) : POTS HTe AD ant were TLX/ = ZLLDd Ato bor pce Tlap= Tejaj= TCR) BI asm WE TRY RTFe JrncE TCL). DEPENDS. ow x, wt Bet lap = ExlwD Ne wv KCWA, MOM) AD : ” “Seg > a bad-as oe are . : , p(s: Ay= ener Whew Tx )=Ts oo - ote | Bet an Bae) 1 Pla Al Gyr rw) ; ~ GCE PbsH-2An . a € war) ” Gnade ae t Ley AT. +wA} ! POLIT AI Te; b) = Gaggme © mers "EE FoR lip=t =e Foe 12 FTe IS NOT A FUNLTJoy o A. we > UXlad iY Tr Fee A. ano WeT EMSY To VERIFY /F TlAd Is oF (Ler ptowe Fyn Tlx)) FUNDING so NEMA FISHER FACTORIZATION THeneet- SS Oe (F WE CAN Fret PPF AS POELOI= Blrler 6 bl) > ° Tew TC) ye SL OTHERWINE A OSL DOES Not EXT. ExXATeLE : BC Lever iw won Klas = A+ Whos 1 > &lay-Ad Sal £ pOLA= Grey © To FACTRR AS AGovE Z Klv-a)* = FL bad-20 Fis +wA> = See (WA™ 2A Extn) a apart) he = Agr EXO t ye PB 8) > at => rly) Tels wry fon A ane So AlLSo ss T' (a) 2 Zxus oa Any ate fl FUNCT Ion OF SE. SCALAR We Crviot ALWAYS Find AAS: AXANPLE : PHASE OF S4n vs 0d xlar= Aces leafoae g2 + Wla} or bey t . ZT f Awew Keowy ES Tinare a% pe BEG -Aerslatorh; ple: g)* cemaupmh AS BEFORE WE EMP AD ERPoaENT Saxby nn Exh) cosOortont# + LA tee Cartons ' Surly -2a( 2 xtas cossateo) Corg t>A ¢ ZXLlaSivavha?) Sou g + 2 wrcos*Grhoany 6¢é plesp= a be C = Ar cos* (rfearh) - 2A (ds Cosg 64) Me i toa TK (dy ove) PTA ROLY ete Z urby Se hls, » wHete 7, 0%) at Z Kladarerten nao at Telbs = & Kad Sparen . (Ato Gevernii EO WEY MAW FISHER SAYS Ti (1, Tek) PRE Tommy SiFAICOWr NO SCALAR sr exert GENERAL VED WEY nAY~F)5 HEA: HE pl 0)* gC Tied, 0, Tol), 0) MES > btn Td pee sr rae, BY WE Now HEA THAT POLIT, Te lb) 02 Does NOT DEVEND ow ' EXAMPLE ° Chl CinAt pATA ARE SS Syyc|e ——— JE Pen AnD Tan &P= Klar ne Oba wee 77>? sey FReCTIRITATIOW poLDs oR - POR 0) = pO, ebm Oot Se Aes GUT Tw, 8 FANPINE = FIVY ES TYGATER SLE EP PAHIATE Retys ow SL Avb Arso RAO-BLACKWELL- LEM AWN ~ SCHEFFE THeoeen. BEST To JLLUSTRATE WjITR EXAMPLE. EXAMPLE : DC: LEeveR wwe Wo TWO NETHODS ~ BOTY BASED ow SSF i a ‘ Te Buea A) FIND “BIAS ESTIMATOR OF ¥ A, Axl) AS ExXAnmEe,: a > Aeelbir) Fado A Fuwcrpew gp Se mar 2 A 2 gt? 16 UNBIASED ESTHATR s D> AIS NYY EFTIIARA arreonen 6 3 R= EL xvod | LeloJ ASIDE > weep El Rig) Fee xy Fowny GA USSypN ASSUNE Ge U5 54, Ge ae Fide py plp= poy yam Py ee oe N s Cons sper ExXpowEw7 . Bnd EY, Ue argo ay) (Cy ODay Cha? a (g-y)> a ete tr sage Mag” Tn Oy" lea G & . - Ht Ke - . %y (x + TAA Oy YD oe “ : oe —=_ ~ Ba (yu D> QYAmene sux x | > P GIy) IS GAUSSIAN ; oo lap CX May © plug > eu, * 19 > Tay” = 2M TG” a rey fy. a BP ([ ymy) = -2 ~ Hy ~ 2 ery oy” ~ Peary > MY FE (yy) a _ Now LET X= Xbop a zxly (4)- xYos J li oo 7 2 xo ota ° X1Le) La : « K Cnet) = Siwee XL, vr Xba IS Trywrey CAV AW, C4) as Fenny Cannan (Liven TRANS FORMATIOM [al ~w Ca, es & w K h q m < " 1 > 2 ° _ z 3 ec (9 a s y 6 ws 4 w x ¥ —_ zl mm vy* “ At = (= Txt -wA) wor 1 = 7 Exh azo ws APPROACH at | OA x gC Sxew) ane C Puse 2 os6 Ter A If UNBIASED, tay BY Weep ection gla = wx » < Wy Sx tas aro Rfo~ BLACK WELL- LENMAWN- SCHEPFE -Tiroets . EF 6 1S WwhjAsSe ESTIMATOR OF o, Awe TAIN ASL FoR ey pew B= ECE I Tle is DEPENDS ow ry, D A VALID ESTAR (ovesntr DEP EwD w ee zy YVVBIASED B/ OF LESS FARIANCE TRAW é, LY Arb IF TOL) tS CompceTe | Bas THE Mve ESTIMATOR. EXAMPLE + PREVIOUS EXAMPLE @* xLo) Tes = Ext v a . O IS CuBiALED , Tas pr Sv) 6 = E(6IFleYy = W Exbay +} DOES NOS PEP EW ow A ay tt CWhsjASe > ¢ wa pas Less raairvce (7%) ppow 0 Ce) Fua tenn ore, WE Kwow £2 XLs 16 perV ESTIMAPK THis FOLLows Gace TCRS 1S CohPleve . TT i COMPLETE NERWS THERE IS ONLY owe Function oF THE SS THAT RESULTS . ETON OF THe * 7 IN UHBIASCO ESTIMATR. AvvemEe Thi To BOE TRUE. WHY ff “ 6 wow meu esrinang? a oY # tlt) Contis te 2 8 15 umiavE Comey OWE Euwltion oF TCAs WHIEH IS UNBIASED ~ Avsr BE ECB Yl rte) : . . ay Att @ fproduee spmne oO Dp BvT YPRIANCE ptvsT BE DETRERSED SED (Pad POE Le YNGIA ” esTuanne& Cate af HOT. Post pre EFFECT oF NPI Towa. EFP ECIATIOWN Wore THAT SINCE Tene Ir owly OWE Function ge THAT Propoces Aw IWOJAS ED ESTinATAa , THE mort PALO Bpyy, VERIFIING . CompceTEness 15 HARD JA GeweEprd. Fol THIS EXAMPLE we Caw Do so, we “er T= f x00) ate WISH Fo sifow THAT OIF . Elg Cr}. Aa For Ath A Thew Tee 1S Bur we Loru7tw Fem g. ~LOOF ? ASTUME “THAT THERE Exicrs Adortel Fuxcrin bh Sven THAT ElkCr) =a Fea pan => El glrd-hGr)] = 0 Foe ALL A er alr)= glr)-ACr ny Ela (ri) Siw poser = J” wld = bag wa) —— <¢ AT ~ oO ONO) Ler = tw, wilde Ela Ga) =f" wt 7 fae Wd)” dr 0 amwers® Le =f wate ele hn 7 ates e7e (aw) sez WA; Fron ALLA mg > a ai led [ Bur TH JS PB ConmveLvTIon = wt (4) x wlt)= 6 foo vue € > VCE) WI = 0 pee fF Bor wore Hf Cresta puise > >o aie F > VEE Oo Are. fF DP i awl(so Ate € 2 gah >» ONLY ove Function OF T which /S YVBIASED. SEE ALSO EXAMPLE $,72 Fea wonComprere j SS. . Note TART Th PROVE SL IL CompLEeTE WE MUST Show Elwtr) =o FoR ALLO ~~» w(rd= 0 FoR ALL T o on tS ww (Td Bred ahT =P foe ALLE D> wlrizo Thy st, COMPLETENESS sr A PhorERTyY oF plrse ok OF PEL OP Awa T: Sremary DETAR Te DETER WE pe ESTIMATOR Chprenw CLE WoT SATISFIED) [F/T EXISTS Uo FIND ST Fok @ oR TKS Voy b MEY MPM - FISHEO FACTAIZATIN THEDQEYT 2) PE TeRHwE IF SS 16 Cormplete AnD 16 So peoceen (LF wor sree pws ?) 37 Find Fuveriew: g of Tre SS THAT WELPS UNBJASH ESTINATCR 0 a oO =o Crley wie E(B) 28 a 2 6 1S VU ESTIVIAT OA How po we Fivd ZA 2 ALTERNATIVELY, * LEPLACE 3p OY ’ A v 3) EvALvATE 6 * Elosrle) Fo . ANY VNBIASED ESTIMATIA 6. ELARPLE 2 IEA OF bn foan NOISE xXLays Why NFU b i Wet Wha) ~ U Lo a) rap ( wopenpent ¥¢ vad Fons JDENTICALLY BIS TRIGVRD) ESTIMATE "16% 8 B/. . we Misuy Guest 83 Igy %ew azo THIS 10 vébjAlO® AvP Pas VAR AACE i van (8) = vial ® € x03) =O ree (ety) = 2 : saw IS Ths nvv esniMArrR © WE Wow Filed AVY ESTITATPR USING RBLS THEORET. plein; 02 = BC nba) =u (x t0-p) kite ulepat X70 Vast STEP o Xo t PUK OD = Be # Ca Cx tase aw Carag pa) eel =O UvLEesS 6 NEw PDF OF wax x Ca) TMS JovolvEs ORDER Soar pstice (Srwpter PRopten ji PRoAhbHITY) « Pr trex = fo txtere 5 ae xt <5? FAL Xba wee = DT fp Cuma xs) (wocvemmr) azo

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