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Let X1,X2, . . . be a sequence of independent and identically distributed random variables, all of Whose moments from 1 to 234:, where k
Let X1,X2, . . . be a sequence of independent and identically distributed random variables, all of Whose moments from 1 to 234:, where k is some positive integer, exist. Dene X0 X3. Ya: _ ,a=1,2,... XI: and let 9,- = E (Xi), i = 1, . . . ,2k. Find the asymptotic distribution of ZN = m-v p), where 17M = % E=1Ya and p. = E(Ya). Write p and the parameters of the asymptotic distribution of ZN in terms of the His
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