If _j,an unbiased estimator of _j,is also a consistent estimator of _j,then when the sample size tends to infinity: A)the distribution of _jcollapses to a single value of zero. B)the distribution of _jdiverges away from a single value of zero. C)the distribution of _jcollapses to the single point _j. D)the distribution of _jdiverges away from _j.

Question

Quizplus · Accepted Answer

The statement implies that the unbiased estimator is asymptotically consistent for a particular parameter. Hence, as the sample size tends to infinity, the distribution of the estimator collapses to the true value of the parameter, which is 11eab0c9_9101_2e28_8f52_a582aa537f79_TB2132_11 _j. Thus, C is the correct choice.

If j,an Unbiased Estimator of j,is Also a Consistent

If _j,an Unbiased Estimator of _j,is Also a Consistent