ERROR CUADRATICO MEDIO

^
θ=23
=24

N=64
23 
24

PROPIEDADES 1
ESPERANZA
E ( c )=c ^ ) =1
Insesgado: θ−E ( θ
E ( x )=∑ x P (x)
E ( cx )=cE(x )
E ( x ± cy )=E(x )± cE ( y)

VARIANZA
V ( c )=0
2
V ( x )=E[ x−E ( x)]
V ( x )=E ( x 2 )−E (x)2
2
V ( cx )=c V ( x )
V ( c + x )=V (x )
2
V (−x )=(−1) V (x)
V ( x ± y )=V ( x ) +V ( y ); “x” y “y” IND.
V ( x ± y )=V ( x ) +V ( y )± 2 Cov(xy ) ;
DEP

ECM

ECM ( θ^ ) =E( θ−θ)

^ 2

ECM ( θ^ ) =E( θ−E

^ ( θ^ ) + E( θ)−θ)
^ 2

[ ]
2
ECM ( θ^ ) =E ( θ−E
^ ( θ^ ) ) + ( E( θ)−θ
^ )

[ ]
2 2 2
ECM ( θ^ ) =E ( θ−E
^ ( θ^ ) ) +2 ( θ−E
^ ( θ^ ) ) ( E( θ)−θ
^ ^
) + ( E ( θ)−θ )
2
ECM ( θ^ ) =E [ ( θ−E
^ ( θ^ ) ) + ( E ( θ)−θ
^ 2
)]
2
ECM ( θ^ ) =E ( θ−E
^ ( θ^ ) ) + E ( E( θ)−θ
^ 2
)
^ ]2
^ [ Sg( θ)
ECM ( θ^ ) =V ( θ)+
 ^ M)
M (θ ^V
Vθ
E() 25 -20
V() 110/16=6.8 110/4=27.5
EJEMPLO 1 Sg() -5 40
θ N (E ( x),V (x)) ECM()

θ N (2 0 , 10)

x1 3 x2 x3
θ^ M = + +
4 4 4

x1 3 x2 x3
θ^ V = − +
2 2 2

Esperanza del estimador de las mujeres

(
x 3x x
E ( θ^ M ) =E 1 + 2 + 3
4 4 4 )
E ( θ^ M ) =E ( x4 )+ E ( 34x )+ E ( x4 )
1 2 3

1 3 1
E ( θ^ M ) = E ( x 1) + E ( x 2 ) + E ( x 3 )
4 4 4

1 3 1
E ( θ^ M ) = (20)+ (20)+ (20)
4 4 4

1
E ( θ^ M ) = ((20)+3(20)+(20) )=25
4

Esperanza del estimador de los varones

1 3 1
E ( θ^ V ) = E (x 1)− E (x 2)+ E(x 3 )
2 2 2

1
E ( θ^ V ) = [ (20)−3(20)+(20) ] =−20
2

VARIANZA del estimador de las mujeres

V ( θ^ M ) =V ( x4 + 34x + x4 )
1 2 3

x
( ) ( ) ( )
V ( θ^ M ) =V 1 +V
4
3 x2
4
x
+V 3
4
 1 9 1
V ( θ^ M ) = V ( x1 ) + V ( x 2 ) + V ( x 3 )
16 16 16

1 9 1
V ( θ^ M ) = (10)+ (10)+ (10)
16 16 16

110
V ( θ^ M ) =
16

VARIANZA del estimador de los varones

1 9 1
V ( θ^ V )= V ( x 1 ) + V ( x2 ) + V ( x 3 )
4 4 4

1 9 1
V ( θ^ V )= 10+ 10+ 10
4 4 4