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

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 doable).