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Please help with the second question of this problem. Given that N=n, the conditional distribution of Y is chi-square with df=2n. The unconditional distribution of
Please help with the second question of this problem.
Given that N=n, the conditional distribution of Y is chi-square with df=2n. The unconditional distribution of N is Poisson(theta).
To show that (Y-EY)/sqrt(var(Y)) converges to a standard normal distributed variable in distribution
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