In the previous exercise, instead of the Laplace density, consider a logistic density function and conclude on the parallel results on M n and Y n . Consider a distribution F, symmetric about θ and...


In the previous exercise, instead of the Laplace density, consider a logistic density function and conclude on the parallel results on Mn
and Yn.


Consider a distribution F, symmetric about θ and having a finit support
  where



  Suppose that F has a terminal contact of order m. Defin the kth midrange



 and Theorem 7.7.5 to derive the asymptotic distribution of the normalized form of Mnk . Compute the variance from this asymptotic distribution and denote this by Vm(k), for k > 1. Show that, for m = 1, V1(k) is non-decreasing in k, whereas for m ≥ 2, an opposite inequality may hold.




May 04, 2022
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