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2. (20 pts) Let X1,,Xn be iid from distribution F, let Fn CDF given by F^n(t)=n1i=1nI(,t)(Xi) a. Find the E(F^n(t)). What does your result say

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2. (20 pts) Let X1,,Xn be iid from distribution F, let Fn CDF given by F^n(t)=n1i=1nI(,t)(Xi) a. Find the E(F^n(t)). What does your result say about F^n as an estimator for F ? b. For two distinct points x and y, find Cov(F^n(x),F^n(y)). c. From your answer in question 2.b. what does it imply about the sign of the correlation between F^n(x),F^n(y) ? Explain why this sign makes sense intuitively

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