Efficiency / Relative Efficiency and the Efficient Estimator
Efficiency / Relative Efficiency and the Efficient Estimator
Sep 7, 2016
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Is a consistent estimator? If yes, enter the limit in probability; that is, enter the constant such that → C as n → ∞ (where the convergence is in probability). If no, enter -999.The quantity √n (√n - 8) converges in distribution to N (0, σ^2). Find the asymptotic variance σ^2.
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