Sample size and the accuracy of a consistent estimator

P. Laan, van der, C. Eeden, van

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    Birnbaum (1948) introduced the notion of peakedness about () of a random variable T, defined by $P ( IT - \thetaI <\epsilon), \epsilon > 0$. What seems to be not well-known is that, for a consistent estimator T_n of \theta, its peakedness does not necessarily converge to 1 monotonically in n. In this article some known results on how the peakedness of the sample mean behaves as a function of n are recalled. Also, new results concerning the peakedness of the median and the midrange are presented.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages6
    Publication statusPublished - 2000

    Publication series

    NameSPOR-Report : reports in statistics, probability and operations research
    ISSN (Print)1567-5211


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