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