Let Y1,....,Yn be a random sample from a uniform distribution on the interval (0, theta), theta >1. Let Xn= max (Y1,...,Yn). Find the consistent estimator of: log (3 ((theta)^5) + theta)
Usually I have dealt with a given estimator and showing if it's mean squared estimator converges to 0 according to Chebyshev's inequality. In this case, how do I find the estimator in the first place?
