2.21 Suppose that n tn, n = 1, 2, . . . . Show that the...
Question:
2.21 Suppose that ξn ∼ tn, n = 1, 2, . . . . Show that the following hold:
(i) ξn
−→d ξ ∼ N(0, 1).
(ii) mn(t) = E(etξn )=∞, ∀t = 0.
(iii) m(t) = E(etξ ) = et2/2, t ∈ R.
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