Refer to Exercise 9.5. Is a consistent estimator of ?

Chapter 9, Problem 16E

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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

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