Suppose that T n has a Poisson distribution with mean = n, for fixed >

Question:

Suppose that T_n has a Poisson distribution with mean λ = nµ, for fixed µ > 0. For large n, show that the distribution of log T_n is approximately normal with mean log(λ) and variance λ^–1. [By the central limit theorem, T_n/n is approximately N(µ, µ/n) for large n.]

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...

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