Unbiased estimators Let theta be an estimator of a parameter
Unbiased estimators: Let theta be an estimator of a parameter theta. We say that theta is an unbiased estimator of theta if E(theta) = theta Examples: Let X1, X2, ,Xn be an i.i.d. sample from a population with mean mu and standard deviation sigma. Show that X and S^2 are unbiased estimators of mu and sigma^2 respectively.
Solution
