Find the moment estimator b0 2 of 0 2 E X2 . Show that p
Question:
Find the moment estimator b¹0 2 of ¹0 2
Æ E
£
X2¤
. Show that p
n
¡
b¹0 2
¡¹0 2
¢
¡!
d N
¡
0, v2¢
for some v2.Write v2 as a function of the moments of X.
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