Question: (Requires mathematical statistics.) Showing (4.8). Suppose that n/N 0 as n, so that the fpc can be ignored. The central limit theorem tells us that

(Requires mathematical statistics.) Showing (4.8). Suppose that n/N †’ 0 as n†’ˆž, so that the fpc can be ignored. The central limit theorem tells us that under regularity conditions,

Where L denotes convergence in distribution. Show that the limiting distribution of

has mean 0 and variance

vn RSS, S

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