Question: 2. Consider the linear model Y-= 8X; + 8;, 12 1,. n where X > 0 for all 2', and 51, .,En are iid exponential

2. Consider the linear model Y-= 8X; + 8;, 12 1,. \"n where X > 0 for all 2', and 51," .,En are iid exponential random variables with parameter A > 0. Find. (i ) the ML estimator 8\" of 8 (ii) the distribution of 8,, 8 (iii) the limiting (asymptotic) distribution of n(,8n 8) assuming that X converge; to a limit p as 'n. > oo

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