3 Shocking To Asymptotic Distributions Of U Statistics
Statistics of these forms have asymptotic normality results as well, and the proofs go along basically the same lines. This paper derives the my explanation distribution (if the variance is finite). Fix jj, and note that 𝔼[Û∣Xj]=∑i=1n𝔼[𝔼[U∣Xi]∣Xj]. If we wanted instead to estimate a parameter θ=𝔼[f(Xi,Xj)]\theta = \mathbb{E}[f(X_i, X_j)], we