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Math Help - mean squared error

  1. #1
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    mean squared error

    Suppuse X is uniformly distributed on ( 0, theta). suppose we estimate theta with the maximum value from a random sample of size n. Compute the mean squared error for the estimator.
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  2. #2
    MHF Contributor matheagle's Avatar
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    You need the density of the largest order stat from a U(0,\theta).

    The orginal density is {1\over \theta} on (0,\theta).

    F(x) is {x\over \theta} on (0,\theta).

    And the density of F_{(n)}(x)=n(F(x))^{n-1}f(x) on (0,\theta).

    From that you can answer all your questions.
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