Does the sample maximum pin down a uniform ceiling?
Observations are i.i.d. Uniform with unknown ceiling . You estimate by the largest value seen, , which is always strictly below .
Is a consistent estimator of , despite always underestimating it?
Observations are i.i.d. Uniform with unknown ceiling . You estimate by the largest value seen, , which is always strictly below .
Is a consistent estimator of , despite always underestimating it?