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Exercise 34 (#5.86). For Huber's estimator in the previous exercise, obtain a formula e(F) for the asymptotic relative efficiency of with respect to the sample

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Exercise 34 (#5.86). For Huber's 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 ) (9-) + 0 (4), where is the cumulative distribution function of N(0,1), o > 0, T> 0, and 0

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