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Suppose X,..., X, be iid random samples with pdf f(x0) = 0 exp(-0.x), where T 0, 0> 0. (a) Show that is a consistent
Suppose X,..., X, be iid random samples with pdf f(x0) = 0 exp(-0.x), where T 0, 0> 0. (a) Show that is a consistent estimator for 0. (b) Show that is asymptotically normal and derive its asymptotic distribution (c) Derive the Wald asymptotic size a test for Ho: 0= 0o vs. H : 000- 12
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John E Freunds Mathematical Statistics With Applications
Authors: Irwin Miller, Marylees Miller
8th Edition
978-0321807090, 032180709X, 978-0134995373
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