Exercise2.22 Let Y1, ...,Yn f (y). ShowthattheM-estimatorcorrespondingto (,y)=(y )++(1)( y)+ for agiven0 < < 1

Exercise2.22 ∗Let Y1, ...,Yn ∼ fθ (y). ShowthattheM-estimatorcorrespondingto ρ(θ,y)=α(y−

θ)++(1−α)(θ −y)+ for agiven0 < α < 1 isthesample α · 100%-quantile Y(α).

Exercise2.23 ∗ProveProposition2.2fortheFisherinformationmatrix I(θ).