HW. ri I. bas Let T= ctsv)acn be dn orthogonal matrix with the first row Cia te, Xis (Xi Xin), aad Tie xi gq’); Then Yis= Z, tev Xiy , s= EL Yis]= % tev EL%v] = Cov (Yj51, Yess) = z, z ts tsaw Cov X4v, Xrw) = 5 0. if S.#S2 i ctiala Xev) = Djk, if Si2 Sa. Thus Yiu Yin fe independent, aad (Yis.~ ps2! ~MO,Z), z= sini a .10, In ¢ Pa ~ pd, ips). _ wrfontayitr are iid according +0 aa exponential -family with 3 Totty =r Toke Ye) = Xi tte likelihoed equation is ic A th i " 01 Ee Tog let S tx Va i ahot iS, Ee LXiNiT= ps ae yy, 3 acliss eee a j Hence, 89= XTi is a consistent estimator of P | woreover Lentils Fa Voces ELK? 1 GEL ni)= 2p piattg? by CLT, 18050) “> coy i2p?), : a Ue? Lsace (42° > 130, Sn is less Pian wc) By Cor 444, On asympfotica ici i e tyr 08 ayy realy fice en ed tf ' ed ater oe Iss cae Sed ee Sa( ZX EAD) u sar 2 gq + BES eee Snel iy an GRATE a z Sqr Ui Sa) =Sa a Sieg SON a ad 2 Sot pee AtitSn*) . + 43 Proof « Since | Fact) - Futa| = IFety- Encty| = Peto Fatt 2 CF t= Facer) Iplet Vit J? TLeoo,e3 xi) Pend dt, thea Yi) Ye are itd, and JE] €] [2 Lew.23 Xi Ferldt | s IE (paneer ere 1 re 1 (Lew Osi) = Fetal dt = 2S pul Reldt 4 <2 fPurpanddt =2fe udtanso. Hy sun, JL eu)- Facta]db= = Joes SE CIOS on 4Since. { Pee) - Fatty} = 1 Li Fatal = Ur pee J-< Fd, 40d JP ci-candt <00, it follows fiom Th | and PCT that IP Cee paar) = dt 70, which apie? 0 osc ? Eacey= Feenlde == 2 “Proof: Let. Yi= ay Pet tAa)s Fit) Since Fry Aq = Ferrera fe? Sm rey, then Yee Batops.P. eee: i Anfitr +O"),Fcttdn) = Fb vad we have aXe = fits 000. + dq d- Ft ELfqch] = wha & erie tO = fier 00m, Var fasta) = Fn? Aa, Var Yi mae LEcetan- FA) Ll Fee -F 2a) = nae L2Aa fie) +O Ona] Li= (2Ap Fett Oder] ia oi = igre Lda fit) + Oe) = 4 da fees = Hefty OA?) t OOatd] fcty I = 30d — Wa Laaftty? + fit) Dn) +0.On)+ O a A(t) 1 = 20a + 0(arAa). Thus, MSE (fat) = Yar Cfnits) +18) cag ae ) Dod faved — — —— ~28¢* = 2 A 2 -21nse s— 5. Proof <0) %, PS ~apl oe) <%, 2ce7"** 220 (E28 Sm by Borel-Cantel’ lemma, 1$p-8p| ce fern large enough Since £ is asbitmry, we have. %p-25s 4p , an that is, Sp is strongly consistent fot Bp waa = cboWe need to show JA p> Sp)-= Opuay, = ie: Vero, find M_ sit. Peta [Sp ) = PLS - Spl2tr) < 26 ert ee _where_&* satisfies. wegen: log == 2 and $= mia arernoe =9 Spe at = eh gt a = min iA EC Spta 20h). ie (3p 20172] = fpnse fb Blonds socal ns Ae’ Painotnr 23M log 7 pa ack oad Lig Pay och AF ty tah ag = _we find M= max {a FrLa—D* (og leg7F +1, Pay ge +1} apherefote, Syis Ja consistent far sp