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Q37Section I (Objective (Q1–Q80))37 of 80

Direction of relative efficiency

Let T1T_1 and T2T_2 be two unbiased estimators for a parameter θ\theta such that Eθ(Ti2)<∞\mathbb{E}_\theta(T_i^2)<\infty; i=1,2i=1,2. If the efficiency of T1T_1 relative to T2T_2 is eθ(T1T2)=Var⁡θ(T2)Var⁡θ(T1)e_\theta\Bigl(\dfrac{T_1}{T_2}\Bigr)=\dfrac{\operatorname{Var}_\theta(T_2)}{\operatorname{Var}_\theta(T_1)}, then which one of the following is correct?

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