Inferential Statisticshard
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A researcher assumes a model XExp(λ)X \sim \text{Exp}(\lambda). To estimate λ\lambda, they use an M-estimator derived from the score function ψ(x,λ)=1λx\psi(x, \lambda) = 1 - \lambda x. What is the asymptotic variance of n(λ^nλ)\sqrt{n}(\hat{\lambda}_n - \lambda)?