Use the method of evaluating P(1, -01 58) directly, and then showing that lim P(1@n -01 SE) = 1, to show that, if Y(1) =
Posted: Mon Apr 11, 2022 6:21 am
Use the method of evaluating P(1, -01 58) directly, and then showing that lim P(1@n -01 SE) = 1, to show that, if Y(1) = min(Yq, Yr ..., Yn) when Y, Yr ...,Y, are independent uniform random variables on the interval (0, ), then Y (1) is not a consistent estimator for 8. [HINT: Y(1) has the distribution function (0, y <0, F(1)(Y) = 6-3 Osy se, 1, y > 0.] PCIY (1) - 0 SE) = (o-es Yu) s@+8 = F(1)(8 + ε) – F(1) A-8 = 1 --- ) X = lim. (PC1Y63) –015 e) = lim n00 0 for a < So, y1) is not consistent.