Now, assume only finite second moments of x; E [x2 i ] is finite. Is this sufficient to
Chapter 5, Problem 9(choose chapter or problem)
Now, assume only finite second moments of x; E [x2 i ] is finite. Is this sufficient to establish consistency of b? (Hint: the CauchySchwartz inequality (Theorem D.13), E [|xy|] E [x2] 1/2 E [y2] 1/2 will be helpful.) Is this assumption sufficient to establish asymptotic normality?
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