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Let X1, …, Xn ∼F and let F be the empirical distribution function. Let a<b be fixed numbers and define θ=T(F)=F(b)-F(a). Let θ=T(Fn)=Fn(b)-Fn(a). Find the estimated standard error of θ. Find an expression for an approximate 1-αconfidence interval for θ. | Numerade
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