In: Statistics and Probability
Let Y1, Y2, . . ., Yn be a random sample from a uniform distribution on the interval (θ - 2, θ).
a) Show that Ȳ is a biased estimator of θ. Calculate the bias.
b) Calculate MSE( Ȳ).
c) Find an unbiased estimator of θ.
d) What is the mean square error of your unbiased estimator?
e) Is your unbiased estimator a consistent estimator of θ?