Question: Let 0 k E Xk for some integer k 1. Assume E X2k 1. (a) Write down the moment

Let ¹0 k

Æ E

£

Xk ¤

for some integer k ¸ 1. Assume E

£

X2k ¤

Ç1.

(a) Write down the moment estimator b¹0 k of ¹0 k .

(b) Find the asymptotic distribution of p

n

¡

b¹0 k

¡¹0 k

¢

as n!1.

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