Let ~ F and let be the empirical distribution function.
Let a<b fixed numbers, define θ = T(F) = F(b) − F(a). Let θˆ = T(Fˆn) = Fˆn(b) − Fˆn(a).
Find the estimated standard error of θ.
So... I am not sure how to approach this correctly.
Am I supposed to find sample error of the sample mean se( )= / and then use this for estimated SE?
and then use the Var of empirical dstbn for Fˆn(b) − Fˆn(a)?
any help is appreciated as I don't know which road to take.