# Math Help - Finding estimated standard error.

1. ## Finding estimated standard error.

Let $X_{1},...,X_{n}$ ~ F and let $\hat{F}$ 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(
$\hat\mu$)= $\hat\sigma$/ $n^(0.5)$ 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.

2. ## Re: Finding estimated standard error.

Hey farmeruser1,

Can you outline how to calculate theta as a function of your sample?