22. In each case below, derive the probability limit and an asymptotic distribution for n1 Pn i1...
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22. In each case below, derive the probability limit and an asymptotic distribution for n1 Pn i¼1 Xi and a limiting distribution for the random variable Yn; if they can be defined.
(a) Xi 0
s iid BernoulliðpÞ; Yn ¼
n1 Pn i¼1 Xi p n1=2ð Þ pð Þ 1 p 1=2
(b) Xi 0
s iid Gammað Þ a; b ;Yn ¼
n1 Pn i¼1 Xi ab n1=2a1=2b
(c) Xi 0
s iid Uniformð Þ a; b ;Yn n1 Pn i¼1 Xi :5ð Þ a þ b
ð Þ 12n 1=2
ð Þ b a
(d) Xi 0
s iid GeometricðpÞ;Yn ¼
n1 Pn i¼1 Xi p1 np2 ð Þ1=2
ð Þ 1 p 1=2
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Mathematical Statistics For Economics And Business
ISBN: 9781461450214
2nd Edition
Authors: Ron C. Mittelhammer
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