=+14.16. Let X1,...,Xn be i.i.d. with cdf F and pdf f. For any 0 0. Show that

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=+14.16. Let X1,...,Xn be i.i.d. with cdf F and pdf

f. For any 0 0. Show that for any sequence m = mn such that m/n = p+o(n−1/2), we have √n{X(m)−νp} d−→

N(0, σ2 p), where X(i) is the ith order statistic, and σ2 p = p(1 − p)/f 2(νp).

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Large Sample Techniques For Statistics

ISBN: 9781441968265

1st Edition

Authors: Jiming Jiang

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Question Posted: Nov 01, 2024 01:00 AM

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=+14.16. Let X1,...,Xn be i.i.d. with cdf F and pdf f. For any 0 0. Show that

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Large Sample Techniques For Statistics

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