Apointestimator is locationinvariant if forallpossibledataandallconstants c, when weadd c to eachobservation,theestimatorincreasesby c. Itis scaleinvariant if whenwe
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Apointestimator ˆθ is locationinvariant if forallpossibledataandallconstants
c, when weadd c to eachobservation,theestimatorincreasesby
c. Itis scaleinvariant if whenwe multiplyeachobservationby c > 0, theestimatormultipliesby c.
(a) Showthat Y is locationinvariantand S is scaleinvariant.
(b) IstheBayesestimatorofthemeanofanormaldistributionlocationinvariant?Whyor whynot?
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Foundations Of Statistics For Data Scientists With R And Python
ISBN: 9780367748456
1st Edition
Authors: Alan Agresti
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