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Question: suppose that xix2 is an iid exponential 0...

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Suppose that Xi,X2, , Х,, is an iid exponential (0) sample, where E(X) is unknown, and define Y, -X?, for i 1,2,.., n (a) Use the CLT to derive large-sample distribution of a properly centered and scaled version of (X, Y).

(b) Find a consistent estimator of the covariance matrix in part (a). For the most part, con sistency means convergence in probability.

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