For XXXXXXXXXX), show that if x is a discrete random variable having finitel many mass points, β(x) can be treated rather arbitrarily, but the estimators may have slower rate of convergence. Consider...

For (10.7.3), show that if x is a discrete random variable having finitel many mass points, β(x) can be treated rather arbitrarily, but the estimators may have slower rate of convergence.

Consider the Cox (1972) model with a single explanatory variable x assuming only two values, 0 and 1. Show that h(t,x) relates equivalently to the Lehmann (1953) model

In (10.7.13), let K be the standard normal density. Derive an expression for the asymptotic bias of