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(

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