Problem 1 Let X 1 , X 2 , ⋯,Xn be a random sample from a normal distribution with mean µ and variance σ 2 . Consider e X as an estimator of e µ where X is the sample mean. Show that e is consistent estimator of e µ X .
E(estimator)=E(1n∑i=1nX)E(estimator)=E(\frac{1}{n}\displaystyle\sum_{i=1}^nX)E(estimator)=E(n1i=1∑nX)
E(Xˉ)=1n∑E(xi)E(\bar{X})=\frac{1}{n}\sum E(xi)E(Xˉ)=n1∑E(xi)
E(Xˉ)=1n∑i=1nuE(\bar{X})=\frac{1}{n}\displaystyle\sum_{i=1}^nuE(Xˉ)=n1i=1∑nu
=E(Xˉ)=1n.nu=E(\bar{X})=\frac{1}{n}.nu=E(Xˉ)=n1.nu
E(Xˉ)=uE(\bar{X})=uE(Xˉ)=u
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