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April 9th, 2008, 08:52 PM  #1 
Newbie Joined: Apr 2008 Posts: 2 Thanks: 0  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 
April 10th, 2008, 07:14 AM  #2 
Global Moderator Joined: Nov 2006 From: UTC 5 Posts: 16,046 Thanks: 937 Math Focus: Number theory, computational mathematics, combinatorics, FOM, symbolic logic, TCS, algorithms 
Not in general, no. A step function f could certainly make that fail.


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