Markov Chain Monte Carlo. In the context of Section 1.18, consider the estimator of μ given by where γ is any fixed positive probability measure (it gives flexibility in implementing the estimation)....

Markov Chain Monte Carlo. In the context of Section 1.18, consider the estimator of μ given bywhere γ is any fixed positive probability measure (it gives flexibility in implementing the estimation). Show that ˆμn is a consistent estimator of μ.