Suppose n = Y max is to be used as an estimator for the parameter

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Suppose θˆn = Ymax is to be used as an estimator for the parameter θ in the uniform pdf, fY (y; θ) = 1/θ, 0 ≤ y ≤ θ. Show that θˆn is squared-error consistent (see Question 5.7.4).


Data in Question 5.7.4

An estimator θˆ n is said to be squared-error consistent for θ if  

(a) Show that any squared-error consistent θˆn is asymptotically unbiased (see Question 5.4.15).

(b) Show that any squared-error consistent θˆn is consistent in the sense of Definition 5.7.1.

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