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April 9th, 2008, 09:52 PM   #1
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function of random variable

Hi, guys

I got a question about function of random variable,

let x, y be the random variable, y=f(x), f is a nonlinear function. let X' be the unbiased and consistent estimation of x. then is y' = f(X') also a consistent and unbiased estimation of y?

Thanks for ur help
Ben
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April 10th, 2008, 08:14 AM   #2
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Not in general, no. A step function f could certainly make that fail.
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