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Problem 1 Let X1, · · · , Xn IID∼ p(x; θ) = 1/2 (1 +θx),...

Problem 1 Let X1, · · · , Xn IID∼ p(x; θ) = 1/2 (1 +θx), −1 < x < 1, −1 < θ < 1. 1. Estimate θ using the method of moments. 2. Show that the above MoM is consistent by showing it’s mean square error converges to 0 as n goes to infinity. 3. Find its asymptotic distribution.

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