آزمون آمار و اقتصادسنجی

What is point estimation?

• An estimate that is only applicable to large populations

• An estimate that includes several numbers

• An estimate that provides a range

• An estimate that provides only a single number

Which of the following is a good characteristic for an estimator?

• Unreliability

• High variance

• Low sample size

• Unbiasedness

What does the Law of Large Numbers (LLN) state?

• The number of samples must be large

• The variance of the estimator approaches zero

• The distribution of the estimator approaches a normal distribution

• The mean of the estimator approaches the true mean

Which of the following methods is used for parameter estimation?

• Method of moments

• Least squares method

• All of the above

• Maximum likelihood method

Which of the following statements about confidence intervals is correct?

• Confidence intervals are only applicable for point estimates

• Confidence intervals tell us how confident we are in our estimate

• Confidence intervals indicate where the true parameter lies

• Confidence intervals always include the true parameter

Which of the following is recognized as an unbiased estimator?

• An estimator whose mean is equal to the true parameter

• An estimator with a large variance

• An estimator that is selected randomly

• An estimator that is only applicable for large populations

Which of the following is known as the maximum likelihood estimator?

• An estimator that is only applicable for the normal distribution

• An estimator that maximizes the probability of observing the sample

• An estimator that calculates variance

• An estimator that calculates the mean

Which of the following statements about the variance of an estimator is correct?

• The variance of the estimator should be large

• The variance of the estimator should be small

• The variance of the estimator is not important

• The variance of the estimator should be equal to the population variance