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Exercise 17 (#5.34). An L-functional is defined as T(G) = | Exercise 17 (#5.34). An L-functional is defined as where Fo contains all distributions on
Exercise 17 (#5.34). An L-functional is defined as T(G) = |
Exercise 17 (#5.34). An L-functional is defined as where Fo contains all distributions on R for which T is well defined and J(t) is a Borel function on [O, 1]. (i) Show that the influence function is where is the degenerated distribution at x. (ii) Show that O and, if J is bounded and F has a finite second moment, then f ["F < 00.
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