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Consistent estimator for parameter from Rayleigh distribution.

  1. Aug 30, 2011 #1
    Welcome

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

    Would you be mind and help me with my problem.
     
  2. jcsd
  3. Aug 31, 2011 #2
    Wouldn't you just need to show that E[X^2] = 2a^2 ?
     
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