Exercise5.12 Consider aseriesofBernoullitrials Y1, ...,Yn B(1, p). 1. Showthatthevariancestabilizingtransformationis g(p) = arcsin( p). Whatistheresulting asymptotic variance? 2.
Question:
Exercise5.12 Consider aseriesofBernoullitrials Y1, ...,Yn ∼B(1, p).
1. Showthatthevariancestabilizingtransformationis g(p) = arcsin(
√p). Whatistheresulting asymptotic variance?
2. Use theresultsofthepreviousparagraphtoconstructanasymptotic100(1−α)% confidence intervalfor p.
3. Showthattheaboveasymptoticconfidenceintervalisfirst-orderequivalentto(5.11)fromEx-
ample 5.12.ComparethemforthenewbornbabiesdatafromExample1.1.
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Related Book For 
Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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