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Let X = (X1, . .. , Xp-1) have a non-singular multinomial distribution with parameters (n; 71, ..., Tp-1). Then: (a) Derive the joint moment

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Let X = (X1, . .. , Xp-1)" have a non-singular multinomial distribution with parameters (n; 71, ..., Tp-1). Then: (a) Derive the joint moment generating function of X = (X1, . .., Xp-1)]; (b) Now, consider the sequence of (p - 1)-dimensional random vectors X1.n - n71 Wn = . . Xp-1,n - nap-1 n = 1, 2. .... nm1 (1 - 71) Vnip-1(1 -Xp-1) Use Part (a) to derive the joint moment generating function of Wn; (c) As n - co, obtain the limiting form of the moment generating function of Wn; (d) From it, identify the multivariate normal distribution that is the limiting distribution of W, as n - Do

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