=+21.21. Let X1, X2 ,... be identically distributed random variables with finite second moment. Show that nP[IX
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=+21.21. Let X1, X2 ,... be identically distributed random variables with finite second moment. Show that nP[IX ,1 2 €Vn ] -> 0 and n-1/2 maxx < „IX,1 -+p 0.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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