8. For a large positive integer n, let X be a Poisson random variable with parameter n;...
Question:
8. For a large positive integer n, let X be a Poisson random variable with parameter n;
let Y be a gamma random variable with parameters n and λ, and let W be a binomial random variable with parameters n and p. Show that X is approximately N(n, n), Y is approximately N(n/λ, n/λ2), andW is approximately N
????
np, np(1 − p)
.
Hint: Note that X is the sum of n independent Poisson random variables, each with parameter 1; Y is the sum of n independent exponential random variables, each with parameter λ; andW is the sum of n independent Bernoulli random variables, each with parameter p.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Fundamentals Of Probability With Stochastic Processes
ISBN: 9780429856273
4th Edition
Authors: Saeed Ghahramani
Question Posted: