6 26 Show that if X1,X2, are independent such that Xi N(0, 2 i ), where a 2 i b and a and b are positive constants, then Xi , i 1 obeys the LIL (6 51) ...

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6.26 Show that if X1,X2, . . . are independent such that Xi N(0, 2 i...

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6.26 Show that if X1,X2, . . . are independent such that Xi ∼ N(0, σ2 i ), where a ≤ σ2 i

≤ b and a and b are positive constants, then Xi , i ≥ 1 obeys the LIL (6.51).

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Large Sample Techniques For Statistics

ISBN: 9783030916947

2nd Edition

Authors: Jiming Jiang

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Question Posted: Oct 30, 2024 11:00 AM

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6.26 Show that if X1,X2, . . . are independent such that Xi N(0, 2 i...

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Large Sample Techniques For Statistics

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