Question: Let F (x) be the empirical distribution function for a random sample of size n from the uniform U(0, 1) distribution. Define X, (t) =

Let F (x) be the empirical distribution function for a random sample of size n from the uniform U(0, 1) distribution. Define X, (t) = Vn[F,(t)-t]. (a) Identify the asymptotic distribution of X, (t). (b) Find E[l X,, (t) and Var[| X (t) ]. (c) Identify the limiting distribution of sup, jo. | X, (t) |

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