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Suppose that (Xn) and (Yn) are sequences of random variables such that (Xn) converges in distribution to N(0,sigma^2) and assume that (Yn) is a
Suppose that (Xn) and (Yn) are sequences of random variables such that (Xn) converges in distribution to N(0,sigma^2) and assume that (Yn) is a consistent estimator of sigma^2. Find the limiting distribution of: Y,-1/2X
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Given that Xn converges in distribution to N0 sigma2 and Yn is a consistent estimator of sigma2 we can use the properties of convergence in distributi...
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Introduction to Real Analysis
Authors: Robert G. Bartle, Donald R. Sherbert
4th edition
471433314, 978-1118135853, 1118135857, 978-1118135860, 1118135865, 978-0471433316
