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Let X be iid r.v.'s with u = EX1 and E X1P < o for some p 2 1 and Sn = X1 +
Let X be iid r.v.'s with u = EX1 and E X1P < o for some p 2 1 and Sn = X1 + .. + Xn. Show that E\Sn/n - uP + 0 as n 00. (15pts] %3D
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
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