2 17 Let X1,X2, be i i d Uniform(0, 1 random variables and n ( n i 1 Xi ) 1 n Show that n(n e) d as n , where N(0, e2) (Hint The result can be established as an application of the CLT see Chapter 6 ) ...

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2.17 Let X1,X2, . . . be i.i.d. Uniform(0, 1] random variables and n = ( ...

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2.17 Let X1,X2, . . . be i.i.d. Uniform(0, 1] random variables and ξn =

(

n i=1 Xi )

−1/n. Show that

√
n(ξn − e)
−→d ξ
as n → ∞, where ξ ∼ N(0, e2). (Hint: The result can be established as an application of the CLT; see Chapter 6.)

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Large Sample Techniques For Statistics

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2nd Edition

Authors: Jiming Jiang

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2.17 Let X1,X2, . . . be i.i.d. Uniform(0, 1] random variables and n = ( ...

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Large Sample Techniques For Statistics

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