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Consider the linear model Y i = X i + i , i = 1, ..., n, where X i > 0 for all i,

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

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