Let 0 k E Xk for some integer k 1. Assume E
Question:
Let ¹0 k
Æ E
£
Xk ¤
for some integer k ¸ 1. Assume E
£
X2k ¤
Ç1.
(a) Write down the moment estimator b¹0 k of ¹0 k .
(b) Find the asymptotic distribution of p
n
¡
b¹0 k
¡¹0 k
¢
as n!1.
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Muhammad Salman Alvi
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