Problem

Consider a sample of size 100 from an exponential distribution with parameter λ = 1....

Consider a sample of size 100 from an exponential distribution with parameter λ = 1.

a. Sketch the approximate standard deviation of the empirical log survival function, log Sn(t), as a function of t.

b. Generate several such samples of size 100 on a computer and for each sample plot the empirical log survival function. Relate the plots to your answer to (a).

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