Answered step by step
Verified Expert Solution
Question
1 Approved Answer
4. [25 points] Consider a sequence of Poisson random variables {X} some An > 0. (a) Assume that An is a positive integer (i.e.
4. [25 points] Consider a sequence of Poisson random variables {X} some An > 0. (a) Assume that An is a positive integer (i.e. An {1,2,3....}). Using the central limit theorem, prove that Xn An D. An Remark. You may use the fact that E[X] = Var[X] variable. Dy N(0, 1) as A, 0. Remark. ~ Poisson(n) for You can also use the fact that if X~ Poisson (A) and Y~ Poisson(), and they are independent, then X+Y~ Poisson ( + A). You don't need to prove the central limit theorem. Xn - An An = An for a Poisson random (b) Now we let An be any positive real sequence. Prove that the previous claim still remains true, i.e. D, N(0, 1) as An . Slutsky's theorem would be helpful to prove this general claim.
Step by Step Solution
★★★★★
3.43 Rating (153 Votes )
There are 3 Steps involved in it
Step: 1
a Let n k where k is a positive integer Then we can write Xn Y1 Y2 Yk Where Yi Poisson...Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started