Question: 3. Let 1Y1 , X 2 , ..., X n be a random sample from the distribution of a random variable X with a continuous

3. Let 1Y1 , X 2 , ..., X n be a random sample from the distribution of a random variable X with a continuous unknown distribution function F(x) , and let E, (x) be the corresponding empirical distribution function. (a) Compute the covariance C0141"; (x), F" (y)) for all possible values of x and y. (b) Show that for xed x and y (x
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