Mean Squared Error (MSE)|| Mean Square Error equal to variance and Bias square | Statistics |

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Mean Squared Error (MSE)|| Mean Square Error equal to variance and Bias square | Statistics |
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if we are given a pdf of 4 values of x with their probabilities in terms of theta, then we find an estimator for the mean theta-hat and then we find the mean square error in terms of theta (should it be in terms of theta?), how can we find if it it mean square consistent. I am unsure because n=4 for my questions so I can't see how it makes sense to consider the limit as n goes to infinity. Please could someone shed some light. Thank you

swaggy