Take a random sample X1, ,Xn where X 0 and E logX 1 Consider the sample geometric mean and population geometricmean exp E logX Show that b p as n 1 n X i 1 1 n...

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Take a random sample {X1, ...,Xn} where X 0 and E logX 1.

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Take a random sample {X1, ...,Xn} where X È 0 and E

¯¯

logX

¯¯

Ç 1. Consider the sample geometric mean

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and population geometricmean ¹ Æ exp ¡
E £
logX ¤¢
.
Show that b¹!p ¹ as n!1.

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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Take a random sample {X1, ...,Xn} where X 0 and E logX 1.

Question:

n @=[[[X i=1 1/n

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Probability And Statistics For Economists

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