Machine-translated by Google. Questions are authored in English.
Top

Discussion

Suppose \(\{X_{1}, X_{2}, \ldots, X_{n}\}\) is a random sample of size \(n\) from uniform \(U(\theta - 1, \theta + 1)\) distribution. Then which of the following is not true ?

  • A.\(X_{(n)}\) is consistent for \(\theta\)
  • B.Sample median is consistent for \(\theta\)
  • C.Sample mean is consistent for \(\theta\)
  • D.\(X_{(n)} - 1\) is consistent for \(\theta\)

Answer: A

The statement that is not true is that \(X_{(n)}\) is consistent for \(\theta\).

The upper end of the support is \(\theta + 1\), and the sample maximum converges to it: \(X_{(n)} \to \theta + 1\) in probability. So \(X_{(n)}\) is consistent for \(\theta + 1\), not for \(\theta\), and \(X_{(n)} - 1\) is consistent for \(\theta\) (D).

The distribution is symmetric about \(\theta\), so the sample mean (by the law of large numbers) and the sample median (which converges to the population median \(\theta\)) are both consistent, making B and C true.

No comment is present. Be the first to comment.
Loading…

Post your comment

Please log in or register to post a comment.