Q&A bank Q 3.26 (iii) (b)

Discussion in 'CT3' started by trackr, Jul 20, 2014.

  1. trackr

    trackr Member

    The question asks if the estimator is consistent.

    I know that if as n tends to inf mse becomes 0 then the estimator is consistent.

    But how did they calculate MSE(est. sigma^2) to be (2/n)*(sigma^4)?????
     
  2. trackr

    trackr Member

    Sorry to bump this thread, but can anyone help me with this?

    Thanks!

    :eek:
     
  3. bapan

    bapan Ton up Member

    Apply L'Hôpital's rule to the form of MSE derived in part (iii) a.

    This will give the limit in a simplified form.
     
  4. trackr

    trackr Member

    Thanks bapan!!!

    Got it and worked.
     

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