Skip to content
Q155Section III (Statistics)155 of 190

A vanishing c/nc/\sqrt n shift keeps consistency but moves the normal limit to N(c,1)N(c,1)

Let TnT_n be a consistent estimator of θ\theta such that n(Tn−θ)→N(0,1)\sqrt n(T_n-\theta)\to N(0,1) in distribution and Tn⟶PθT_n\overset{P}{\longrightarrow}\theta. Let Tn∗T_n^* be an estimator of θ\theta given by Tn∗=Tn+cnT_n^*=T_n+\dfrac c{\sqrt n}, c>0c>0. Then:

Options

Pick an option to check your answer.