0
$\begingroup$

I don't follow the step highlighted in green.

enter image description here

enter image description here

$\endgroup$
1
$\begingroup$

Note that $\hat\theta=\max\limits_{1\leqslant k\leqslant n}X_k$ and that, for every $k$, $X_k\leqslant\theta$ almost surely, hence $\hat\theta\leqslant\theta$ almost surely.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.