Exam MAS-I Practice Question 44
Study guide: Exam MAS-I
Losses X_1, X_2, \ldots, X_n are a random sample from a uniform distribution on (0, \theta). Five estimators of \theta are proposed.
Which estimator does not converge in probability to \theta as n \to \infty?
- A) The largest loss,
X_{(n)} - B)
\sqrt{3 \cdot \frac{1}{n}\sum_{i=1}^{n} X_i^2} - C) Twice the sample median
- D) Twice the sample mean plus
n^{-1} - E) The first two losses summed,
X_1 + X_2
Answer this question and see the worked solution