I am trying to prove that the median absolute deviation from the median (MAD), with k=1.4862, is a consistent estimator of the standard deviation.

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    $\begingroup$ Can you give us the context of your problem? What assumptions are you making? $\endgroup$ – soakley May 21 '14 at 2:12
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    $\begingroup$ If this is for a class, please add the [self-study] tag & read its wiki. $\endgroup$ – gung May 21 '14 at 2:36
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    $\begingroup$ As soakley's question implies, the thing you're trying to prove isn't true in general. While you figure out the assumptions you want to prove it under, you might want to also think about the consistency of the median, and how you might use that. $\endgroup$ – Glen_b May 21 '14 at 3:49

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