|
In statistics, a consistent estimator is an estimator that converges in probability to the quantity being estimated as the sample size grows.
An estimator tn (where n is the sample size) is a consistent estimator for parameter θ if and only if, for all ε > 0, no matter how small, we have
- <math>
\lim_{n\to\infty}{\rm Prob}\left\{
\left|
t_n-\theta\right|<\epsilon
\right\}=1.
<math>
|
