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Refer to Exercise 9.5. Is a consistent estimator of ?
Chapter 9, Problem 16E(choose chapter or problem)
QUESTION:
Refer to Exercise 9.5. Is \(\hat{\sigma}_{2}^{2}\) a consistent estimator of \(\sigma^{2}\)?
Equation Transcription:
Text Transcription:
\hat\sigma_2^2
\sigma^2
Questions & Answers
QUESTION:
Refer to Exercise 9.5. Is \(\hat{\sigma}_{2}^{2}\) a consistent estimator of \(\sigma^{2}\)?
Equation Transcription:
Text Transcription:
\hat\sigma_2^2
\sigma^2
ANSWER:Step 1 of 2
We need to check that is an consistent estimator for
From exercise 9.5 we are given that