I was wondering if somonone could give me tips about how to go about
attacking this question, thanks, b1gp1g.
Show that the estimator:
d(X) =
n if X_n > max(X_1,...,X_(n-1))
_
X (mean) if X_n <= max(X_1,...,X_(n-1)
is consistent for 'mu' but not consistent in mean square.
What is the difference between consistent & mean square
consistent?
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