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Statistics Estimator Consistency 
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#1
Feb1310, 04:49 PM

P: 3

1) Distribution is a uniform distribution on the interval (Ө, Ө+1)
Show that Ө1 is a consistent estimator of Ө. Ө1=Ῡ .5 Show that Ө2 is a consistent estimator of Ө. Ө2=Yn – (n/(n+1)). 2) I think the distribution for this one is a uniform distribution on the interval (0, Ө) but I am not 100% sure. Let Y1, Y2, …, Yn denote a random sample of size n from a power family distribution. Then the method in Section 6.7 imply that Yn=max(Y1, Y2, …, Yn ) has the distribution function of: 0, y<0 Fn(y)= (y/ Ө)^(αn) , 0 ≤ y ≤ Ө 1, y> Ө Show that Yn is a consistent estimator of Ө. 


#2
Feb1310, 05:29 PM

HW Helper
P: 1,362

For 1 and 2 you need to state the distribution being sampled.



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