3. Let Z,Z1, Z2, . . . be independent and identically distributed random variables satisfying E(Z) =

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3. Let Z,Z1, Z2, . . . be independent and identically distributed random variables satisfying E(Z) = 0 and V (Z) = 1. n Suppose i=1 Zi/

√n has the same distribution as Z for all n.

Prove that Z has a normal distribution.

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Principles Of Uncertainty

ISBN: 9781138052734

2nd Edition

Authors: Joseph B. Kadane

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Question Posted: Aug 31, 2024 07:00 AM

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3. Let Z,Z1, Z2, . . . be independent and identically distributed random variables satisfying E(Z) =

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Principles Of Uncertainty

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