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2. Let (X, Y) be a pair of independent N(0, 1) random variables. For each n 1, let n n Xn = X cos(2
2. Let (X, Y) be a pair of independent N(0, 1) random variables. For each n 1, let n n Xn = X cos(2 n 360 n Y sin (2: = 360 ), Yn X sin(2 +Y cos(2 360 360 (a) Does (Xn, Yn) converge in probability? (b) Does (Xn, Yn) converge in distribution? If so, identify the limit. Hint: Express the equations in matrix form and think of its geometric meaning.
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Making Hard Decisions with decision tools
Authors: Robert Clemen, Terence Reilly
3rd edition
538797576, 978-0538797573
