Question: Full step please Exercise 1.1 (*w - Parametric and nonparametric procedures (60%)). Let X1, ..., Xn be identically distributed. Denote u = EL-, Xi and

Full step please

Full step please Exercise 1.1 (*w - Parametric and nonparametric procedures (60%)).

Exercise 1.1 (*w - Parametric and nonparametric procedures (60%)). Let X1, ..., Xn be identically distributed. Denote u = EL-, Xi and 62 = El=1(Xi - ()?. The quantity of interest is 0 = P(X1 > 0). 1. (10%) Assume that X1, . .., Xn ~ N(u, 62) for some unknown / and o2. Prove and use no more than 20 words to argue that 01 is a parametric estimator of 0, where 01 = 1 -pnorm 2. (10%) Assume that X1, . .., Xn are independent. Prove and use no more than 20 words to argue that 02 is a nonparametric estimator of 0, where 02 = _ _1( X; > 0). 3. (10%) Assume that X1, ..., Xn are independent, continuous, and symmetric about an unknown u. Prove and use no more than 20 words to argue that 03 is a nonparametric estimator of 0, where 03 = 1 10 0) - 1(20

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