4. [25 pts.] Suppose X1, X2, ... are IID Gam(0, ) random variables, where 0 > 0 is a real parameter. What is the variance
4. [25 pts.] Suppose X1, X2, ... are IID Gam(0, ") random variables, where 0 > 0 is a real parameter. What is the variance stabilizing transformation: for what function g does g(X,) have approximate nondegenerate normal distribution for large n with variance that is a constant function of the parameter? As usual, Xn = _ i=1
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