The maximum likelihood estimation method produces, in general, all of the following desirable properties with the exception of
A)efficiency.
B)consistency.
C)normally distributed estimators in large samples.
D)unbiasedness in small samples.

Question

Quizplus · Accepted Answer

The maximum likelihood estimation method does not guarantee unbiasedness in small samples, as the estimators may be biased depending on the sample size and the underlying distribution of the data. However, the method does produce efficient, consistent, and normally distributed estimators in large samples.

The Maximum Likelihood Estimation Method Produces, in General, All of the Following