Parallel the proof of Theorem 3.6.1 (the Chebyshev inequality) to show that (a) P(l§n - 0] ~ E) ~ EMS(§n)/E2 for any E > 0, in both the discrete and continuous cases, assuming EMS(§ ) exists. n (b)...

Parallel the proof of Theorem 3.6.1 (the Chebyshev inequality)

to show that

(a) P(l§n - 0] ~ E) ~ EMS(§n)/E2 for any E > 0, in both the

discrete and continuous cases, assuming EMS(§ ) exists. n (b) Using Eq. (6.1.1) show that if lim Var(§ ) = 0 and n-+ n

lim Bias(§ ) = 0, then S is a consistent estimator of 0. n-+ n n