Question

Suppose we look at sampling distributions of corresponding to increasing values of the sample size (we...

Suppose we look at sampling distributions of corresponding to increasing values of the sample size (we let n go to infinity, and we look at what happens to the sampling distribution of as we do so). Which of the following is the best statement of consistency? In order for an estimator to be consistent: LETTER.

A. Var() must go to zero.

B. Bias() must go to zero.

C. Bias() must go to zero or Var() must go to zero or both.

D. Bias() must go to zero and Var() must go to zero.

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Answer #1

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