The below homework question comes from Larsen and Marx, 4th edition.
Is the maximum likelihood estimator for $\sigma^{2}$ in a normal pdf, where both $\mu$ and >$\sigma^{2}$ are unknown, asymptotically unbiased?
I think I understand the notion that an estimator $\hat{\theta_{n}}$ is unbiased if the limit of its expected value as n goes to infinity is $\theta$, but I'm really not sure where to go with trying to answer the above question.
Any idea where to start?