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2. Consider the linear model Y- 8X + 8,, 2' = 1,. ,,'n where X > 0 for all 2', and 51,... .,s,,, are iid
2. Consider the linear model Y- 8X + 8,, 2' = 1,. ,,'n where X > 0 for all 2', and 51,... .,s,,, are iid exponential random variables with parameter A > 0. Find. (i) the ML estimator 8n of 8, (ii) the distribution of 8,, 8, (iii) the limiting (asymptotic) distribution of n(8n 8), assuming that X converges to a limit 8 as n > oo
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