Let (left{X_{n}ight}_{n=1}^{infty}) be a sequence of independent and identically distributed random variables from a (operatorname{LAPlace}(theta, 1)) distribution.

Question:

Let \(\left\{X_{n}ight\}_{n=1}^{\infty}\) be a sequence of independent and identically distributed random variables from a \(\operatorname{LAPlace}(\theta, 1)\) distribution. Let \(\hat{\theta}_{n}\) denote the sample mean and \(\tilde{\theta}_{n}\) denote the sample median computed on \(X_{1}, \ldots, X_{n}\). Compute \(\operatorname{ARE}\left(\hat{\theta}_{n}, \tilde{\theta}ight)\).

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  answer-question
Question Posted: