In the previous exercise, instead of the Laplace density, consider a logistic density function and conclude on the parallel results on Mnand Yn.
Consider a distribution F, symmetric about θ and having a finit support where
Suppose that F has a terminal contact of order m. Defin the kth midrange
and Theorem 7.7.5 to derive the asymptotic distribution of the normalized form of Mnk . Compute the variance from this asymptotic distribution and denote this by Vm(k), for k > 1. Show that, for m = 1, V1(k) is non-decreasing in k, whereas for m ≥ 2, an opposite inequality may hold.
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