10-34. It is known that forXaN(, ) random variable, the maximum likelihood estimator of 2 is T...
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10-34. It is known that forXaN(μ, σ) random variable, the maximum likelihood estimator of σ2 is ˆT = S2 1
= 1n
ni
=1(Xi − X)2 and that T is a biased estimator of σ2. Demonstrate that the bias goes to zero as n→∞.
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Related Book For
Advanced Statistics From An Elementary Point Of View
ISBN: 9780120884940
1st Edition
Authors: Michael J Panik
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