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Asap Exercise 30 (#5.61, #5.62, #5.63). Consider a random sample from a distribution F on R. In each of the following cases, obtain the asymptotic

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Exercise 30 (#5.61, #5.62, #5.63). Consider a random sample from a distribution F on R. In each of the following cases, obtain the asymptotic relative efficiency of the sample median with respect to the sample mean. (i) F is the cumulative distribution of the uniform distribution on the in- terval (0 3,0 + }), 0 R. (ii) F(x) = Fo(x 0) and Fo is the cumulative distribution function with Lebesgue density (1 + x2)-1)(-c,c)(x)/S"c(1+x2)-1dt. (iii) F(x) = (1-6) (**)+D (7"), where e (0,1) is a known constant, is the cumulative distribution function of the standard normal distribu- tion, D is the cumulative distribution function of the double exponential distribution with location parameter 0 and scale parameter 1, and u ER and o> 0 are unknown parameters

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