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Q4Section I (Objective (Q1–Q80))4 of 79

Statistical Inference — MLE consistency for a pathological p(theta)

Let XX be a random variable which assumes only two values 1 and 0, representing occurrence of success or failure in an experiment with only two outcomes. The probability of getting success in the experiment is p(θ)p(\theta) defined as: p(θ)=θp(\theta)=\theta if θ\theta is rational, 1−θ1-\theta if θ\theta is algebraic irrational. Define an estimator T=∑i=1nxin=T=\frac{\sum_{i=1}^n x_i}{n}= Sample proportion of success. Which one of the following is correct?

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