Question: 2. Consider the linear model Y; = Xi + 8i, i = 13...,n, Where Xi > 0 for all i, and 81, ..., an are


2. Consider the linear model Y; = Xi + 8i, i = 13...,n, Where Xi > 0 for all i, and 81, ..., an are iid exponential random variables with parameter A > 0. Find: (i) the ML estimatOr BR of 3, (ii) the distribution of BR 3, (iii) the limiting (asymptotic) distribution of M3\" 5'), assuming that X converges to a limit ,u as n > oo
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