Suppose X1,...,Xn are i.i.d. real-valued random variables with c.d.f. F. Assume 1 < 2 such that F(1)=1/4,

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Suppose X1,...,Xn are i.i.d. real-valued random variables with c.d.f. F. Assume ∃θ1 < θ2 such that F(θ1)=1/4, F(θ2)=3/4, and F is differentiable, with density f taking positive values at θ1 and θ2. Show that the sample inter-quartile range (defined as the difference between the .75 quantile and .25 quantile) is a √n- consistent estimator of the population inter-quartile range (θ2 − θ1).

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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