Question: Consider the linear model Y i = Xi + i , i = 1, ..., n, where Xi > 0 for all i, and 1

Consider the linear model Y_i = Xi + i , i = 1, ..., n, where Xi > 0 for all i, and ₁ , ..., _n are iid exponential random variables with parameter > 0. Find: (i) the ML estimator n of , (ii) the distribution of n , (iii) the limiting (asymptotic) distribution of n(_n ), assuming that X converges to a limit as n .

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