Exercise 34 (#5.86). For Hubers estimator in the previous exercise, obtain a formula e(F) for the asymptotic relative efficiency of with respect to the sample mean, when F(x) = (1 ) x + x , where is the cumulative distribution function of N(0, 1), > 0, > 0, and 0 << 1. Show that lim e(F) = . Find the value of e(F) when = 0, = 1, and C = 1.5.