Question: Letmk EjXjk 1/k for some integer k 1. (a) Write down an estimator b mk ofmk . (b) Find the asymptotic distribution

Letmk Æ

¡

EjXjk ¢1/k for some integer k ¸ 1.

(a) Write down an estimator b mk ofmk .

(b) Find the asymptotic distribution of p

n ( b mk ¡mk ) as n!1.

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