Suppose we are estimating a 2x1 parameter vector A B and two
Suppose we are estimating a 2x1 parameter vector [A B], and two estimators [A1 B1] and [A2 B2] are available. Suppose Var(A1) < Var(A2) and Var(B1) < Var(B2). Can we conclude that [A1 B1] is more efficient than [A2 B2]? SEE IMAGE FOR CLEARER EXPLANATION OF QUESTION.
Solution
Yes, as MSE for[a1,b1] will also be less than MSE for [a2,b2]
![Suppose we are estimating a 2x1 parameter vector [A B], and two estimators [A1 B1] and [A2 B2] are available. Suppose Var(A1) < Var(A2) and Var(B1) < Var( Suppose we are estimating a 2x1 parameter vector [A B], and two estimators [A1 B1] and [A2 B2] are available. Suppose Var(A1) < Var(A2) and Var(B1) < Var(](/WebImages/8/suppose-we-are-estimating-a-2x1-parameter-vector-a-b-and-two-996828-1761513104-0.webp)