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For the data of Exercise 6.4.1, use the plug-in MLE to estimate F(3) for an distribution. Use…

For the data of Exercise 6.4.1, use the plug-in MLE to estimate F(3) for an  distribution. Use bootstrapping to estimate the MSE of this estimate for m= 103 and m = 104.

Exercise 6.4.1

Suppose we obtained the following sample from a distribution that we know has its first six moments. Determine an approximate 095-confidence interval for E3.

For the data of Exercise 6.4.1, use the plug-in MLE to estimate F(3) for an distribution. Use...