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Homework answers / question archive / Lost on this question - would appreciate any help
Lost on this question - would appreciate any help. Just to be clear, my professor allows us to seek outside help as long as we cite the source.
First, note the following terminology. A bounded sequence of numbers {xn} is sometimes written xn = O(1); more generally xn= O(yn) if xn/yn = O(1). Suppose X1, ..., Xn are iid with mean μ, variance σ2, and finite 4th moment. Lex Xbar be the usual sample mean.
(i) Show that E[ (Xbar - μ)3] = O(1/n2). In fact, show that n2E[ (Xbar - μ)3 ] tends to a limit and find the limit.
(ii) Show that E[ (Xbar - μ)4] = O(1/n2). In fact, show that n2E[ (Xbar - μ)4 ] tends to a limit and find the limit.