请教这个统计题有这个结论吗？ (转载) - Mathematics版

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Mathematics版 - 请教这个统计题有这个结论吗？ (转载)

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h***t
发帖数: 2540

【以下文字转载自 Statistics 讨论区】
发信人: hjdut (hehe), 信区: Statistics
标题: 请教这个统计题有这个结论吗？
发信站: BBS 未名空间站 (Mon Apr 19 20:16:38 2010, 美东)
x(i) are iid from Normal(u,sigma^2), both u and sigma unknown but fixed.
x_star= arg max sum(i=1 to n) exp(-(x-x(i))^2/(2*sigma^2)
does x_star converge to u as n goes to infinity? Thanks

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