It can be shown that if Y n converges in probability to a constant , then h(Y

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It can be shown that if Yn converges in probability to a constant τ, then h(Yn) converges to h(τ) for any function h(·) that is continuous at τ. Use this to obtain a consistent estimator for the rate parameter k of an exponential distribution.

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Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

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