3.26 In Example 3.12, show directly that (1/n)T (Xi) is an asymptotically efficient estimator of =...

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3.26 In Example 3.12, show directly that (1/n)T (Xi) is an asymptotically efficient estimator of θ = Eη[T (X)] by considering its limit distribution.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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