Article View: sci.math.stat
Article #285Re: Question on ratio estimate
From: T. Scott Thompson
Date: Sat, 05 Sep 1992 19:16
Date: Sat, 05 Sep 1992 19:16
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1582 bytes
mpp@cs.brown.edu (Michael P. Perrone) writes: >T. Scott Thompson writes: >>To apply this to your problem let K = 2, J = 1 and set >>Z_i = (X_i,Y_i). Set >> >> g(z) = z(1) / z(2) so that G = [ 1 / m(y), -m(x)/m(y)^2 ]. >but i thought that z(1) and z(2) may be correlated >thus the i.i.d. assumption may be bad in general. You misunderstood my assumption. I was assuming that the _vectors_ Z_i are i.i.d. This does not mean that Z_i(1) and Z_i(2) are independent from each other, nor that they are identically distributed. It means that the vector Z_i is independent from Z_j and that these vectors have the same distribution for i != j. (And likewise for any finite collection of indices.) -- T. Scott Thompson email: thompson@atlas.socsci.umn.edu Department of Economics phone: (612) 625-0119 University of Minnesota fax: (612) 624-0209
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!zaphod.mps.ohio-state.edu!sdd.hp.com!spool.mu.edu!umn.edu!thompson From: thompson@atlas.socsci.umn.edu (T. Scott Thompson) Subject: Re: Question on ratio estimate Message-ID: <thompson.715720588@hermes.socsci.umn.edu> Sender: news@news2.cis.umn.edu (Usenet News Administration) Nntp-Posting-Host: hermes.socsci.umn.edu Reply-To: thompson@atlas.socsci.umn.edu Organization: Economics Department, University of Minnesota References: <huff-020992210907@pgl6.chem.nyu.edu> <87798@netnews.upenn.edu> <thompson.715495148@kiyotaki.econ.umn.edu> <1992Sep4.203740.25570@cs.brown.edu> Date: Sat, 5 Sep 1992 19:16:28 GMT Lines: 22