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Question 3 (20 marks) a). Let X, be iid, E(X) = and Var(X) = o. Set X = Xi/n. Show that i=1 n (X-X)
Question 3 (20 marks) a). Let X, be iid, E(X) = and Var(X) = o. Set X = Xi/n. Show that i=1 n (X-X) 0 n i=1 (10 marks) b). Suppose X, x 1 are independent random variables and suppose that X, has a gamma density fk (x) fk (x) = -,x>0, yk>0 () Give necessary and sufficient conditions for E-1 X to converge almost surely. (10 marks)
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
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9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
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