b. Using your result from (aI, argue that (L::~I X;)-6 ;::::: Z ~ N(O,l). (This approximation is
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b. Using your result from (aI, argue that (L::~I X;)-6 ;:::::
Z ~ N(O,l).
(This approximation is very accurate and is sometimes used for simulating N(O, 1) outcomes using a uniform random-number generator.)
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Related Book For
Mathematical Statistics For Economics And Business
ISBN: 9780387945873
1st Edition
Authors: Ron C. Mittelhammer
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