Let X 1 , X 2 , ⋯,Xn be a random sample from a normal distribution with mean µ
and variance σ2. Consider e X as an estimator of e µ where X is the sample
µ mean. Show that e X is consistent estimator of e .
Showing that X is a consistent ( unbiased ) estimator for u.
=
Therefore
For clarity on the missing information in the equations see the picture attached.
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