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Unformatted text preview: aT {x!%V T 48AA 3 a T hG1g T 3 1 T 3A C A where and so v{~Y%V Y A & Y 3 a R a V g 4 & vG`Y & Y T v & Gv`Y u & pv A v{ gY%F d Y& A & Y A d 3 a a YGY & vf l 2A Q T & YG d l 2A D { Q y T g v E& { & Y Q Q T T T gCA v dCA & v r d vuts'q & & dPA D & dPA & v D Y & U TG g l A Q & G d l 2A D { & w 2gvY w 2 w ur T vY w T V & w 2 w T Y w Q 4T s 'q T& { T vY w 2g 'w V & T Y w a ' w g v Q &T T 9. 8. Recall that . From the delta method, where . Now and , . And . So . By the CLT, and Now Since this estimator is unbiased, and hence The mse is 10. 3 . By the central limit theorem, T {" TT T w T T & T TT T w T T & a TT 3 T T a TT %v a A 8A g T TT T a Y a TT T a Now gv Therefore, and so 4...
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This note was uploaded on 05/25/2008 for the course STAT 36-625 taught by Professor Larrywasserman during the Fall '02 term at Carnegie Mellon.

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