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How to find Distribution while given Estimator in point estimator

How to find Distribution while given Estimator in point estimator

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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How to find Distribution while given Estimator in point estimator 

 

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Step 1: Identify estimator and determine the assumption

If you have an estimate and wish to know the probability distribution from which it is formed (i.e., the estimator's sampling distribution), you'll usually need some extra information or assumptions. Here's a broad strategy:

Identify the Estimator:

First, you must determine the estimator you have. Is it a sample mean, a sample variance, a maximum likelihood estimator (MLE), or another type of point estimate?

Determine the Assumptions:

 The estimator's distribution is determined by the assumptions made about the population from which the samples are obtained. Normality, independence, and same distribution are examples of common assumptions.

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