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pirce
Aug30-11, 05:58 PM
Welcome

Using MLE I found that estimator \alpha parametr from Rayleigh distribution is described by formula
\hat{\alpha}=\sqrt{\frac{\sum_{n}^{i=1}x_i^2}{2n}}
but I cant proof that this estimator is consistent estimator.

Would you be mind and help me with my problem.

bpet
Aug31-11, 02:56 AM
Wouldn't you just need to show that E[X^2] = 2a^2 ?