BLUE : “Best Linear Unbiased Estimator”

 

 Best :         Minimium error variance.

 Linear :       Linear combination of sample values.

 Unbiased :  E(Z*-Z) = 0

 Estimator:  An estimate

 

 Is unbiasedness a fas? E(Z*-Z) = 0

                                   E(sumwZ(x) – Z) = 0

                                   sumwu – u =0  says all Z(x) =u this is not true?

 

 

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