Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

7. Below X1, X2, ... are assumed to be independent random variables. Use The- orem 3.25 to prove the following results. (a) If Xn ~

image text in transcribedimage text in transcribed
image text in transcribedimage text in transcribed
7. Below X1, X2, ... are assumed to be independent random variables. Use The- orem 3.25 to prove the following results. (a) If Xn ~ Bin(n, 1), then, as n - co, X, converges in distribution to a Poi(1) random variable. (b) If X, ~ Geom(1), then, as n - co, -X,, converges in distribution to an Exp(1) random variable. (c) If X, ~ U(0, 1) and M, = max(X1, X2, . .., X,, ), then, as n -> co, n(1 - M,) converges in distribution to an Exp(1) random variable. Can you also find a proof without using characteristic functions?Theorem 3.25: Characteristic Function and Convergence in Distribution Suppose that wx, (t), wx, (t), . .. are the characteristic functions of the se- quence of random vectors X1, X2, ... and wx(t) is the characteristic function of X. Then, the following three statements are equivalent: 1. limn-+0Vx.(t) = yx(t) for all t e R". 2. Xn LX. 3. limn-+& Eh(X,) = Eh(X) for all bounded continuous functions h : Rd - R

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Fundamentals Of Number Theory

Authors: William J LeVeque

1st Edition

0486141500, 9780486141503

More Books

Students also viewed these Mathematics questions

Question

Explain social supports impact on an individuals physical health.

Answered: 1 week ago

Question

Define induction and what are its objectives ?

Answered: 1 week ago

Question

Discuss the techniques of job analysis.

Answered: 1 week ago

Question

How do we do subnetting in IPv6?Explain with a suitable example.

Answered: 1 week ago

Question

Explain the guideline for job description.

Answered: 1 week ago

Question

What is job description ? State the uses of job description.

Answered: 1 week ago