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Results tagged with estimators
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user 223066
A rule for calculating an estimate of a given quantity based on observed data [Wikipedia].
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Show that if $E\psi(x-\theta)= 0 $ then $P(X< \theta) \leq p \leq P(X \leq \theta)$
Define $$\psi(x)=\begin{cases} 1-p & x < 0 \\ 0 & x=0 \\ -p & x> 0 \end{cases}$$. I have to show that if
$$E\psi(x-\theta)= 0 $$ then $$P(X< \theta) \leq p \leq P(X \leq \theta)$$.
Any hints will be …
- 385