Example 17-11. (a) Show that if a most efficient estimator A and a less efficient estimator B with efficiency e B-A tends to zero correlation with A. tend to joint normality for large samples, (b) Show that the error in B may be regarded as composed (for large samples) of two parts which are independent, the error in A and the error in (B –A). (c) Show further that V(A – B) = (! -1)V(A).

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,Example 17-11. (a) Show that if a most efficient estimator A and a less efficient
estimator B with efficiency e tend to joint normality for large samples,
B-A tends to zero correlation with A.
(b) Show that the error in B may be regarded as composed (for large samples) of two parts
which are independent, the error in A and the error in (B -A).
(c) Show further that V(A – B) = ( - 1)V(A).
e
Transcribed Image Text:,Example 17-11. (a) Show that if a most efficient estimator A and a less efficient estimator B with efficiency e tend to joint normality for large samples, B-A tends to zero correlation with A. (b) Show that the error in B may be regarded as composed (for large samples) of two parts which are independent, the error in A and the error in (B -A). (c) Show further that V(A – B) = ( - 1)V(A). e
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