=+14.30. This exercise is related to Example 14.11. (i) Simplify the expressions for g1() and g2(). (ii)

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=+14.30. This exercise is related to Example 14.11.

(i) Simplify the expressions for g1(θ) and g2(θ).

(ii) It is conjectured that g3 can be expressed as s + o(m−1 ∗ ), where s depends only on the second and fourth moments of u, v, and

e. Is it true?

(This may involve some tedious derivations but is double

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Large Sample Techniques For Statistics

ISBN: 9781441968265

1st Edition

Authors: Jiming Jiang

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=+14.30. This exercise is related to Example 14.11. (i) Simplify the expressions for g1() and g2(). (ii)

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Large Sample Techniques For Statistics

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