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6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from...

6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from the distribution with probability density function f(x; θ) = 1/(xlnθ) , 1 < x < θ.

a) Obtain the maximum likelihood estimator of θ, ˆθ.

b) Is ˆθ a consistent estimator of θ? Justify your answer.

Math   Statistics-And-Probability   
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