Question: How to solve this problem? 4. Let X1, ..., Xn be a random sample from N(u, 1). Define Ti = (X,) and T2 = {n(n
How to solve this problem?

4. Let X1, ..., Xn be a random sample from N(u, 1). Define Ti = (X,) and T2 = {n(n -1)}-Exitin XiX; as two estimators of , where Xn = n-1 )_ Xi. (a) Show that both Ti and T2 are consistent for u2. (b) Find the asymptotic distributions of T1. (c) (Optional) Find the asymptotic distributions of T2
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
