Morgan Stanley Interview Question: What's the best unbiased esti... | Glassdoor

Interview Question

Quantitative Analyst Interview New York, NY

What's the best unbiased estimator for a series random

  variables?
Answer

Interview Answer

3 Answers

2

I guess it is just a Gaussian distribution (Normal dist.). Since it has the smallest uncertainty (from quantum point of view) or variance.

PJ on May 5, 2014
0

I guess it is just a Gaussian distribution (Normal dist.), since it has the smallest uncertainty (from quantum point of view) or variance.

PJ on May 5, 2014
13

It is the OLS estimator (with Gauss-Markov approximations and normality), by Fisher's theorem on Maximum Likelihood Estimators.

kurrek on Nov 25, 2014

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