Let the random variables in the sequence (left{X_{n}ight}) be iid with a gamma density having parameters (alpha=2)
Question:
Let the random variables in the sequence \(\left\{X_{n}ight\}\) be iid with a gamma density having parameters \(\alpha=2\) and \(\beta=3\).
(a) What is the probability density for \(\bar{X}_{n}\) ?
(b) What is the asymptotic probability density for \(\bar{X}_{n}\) ?
(c) Plot the actual versus asymptotic probability density for \(\bar{X}_{n}\) when \(n=10\).
(d) Repeat
(c) for \(n=40\). Interpret the graphs in
(c) and
(d) in terms of asymptotic theory.
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Related Book For
Mathematical Statistics For Economics And Business
ISBN: 9781461450221
2nd Edition
Authors: Ron C.Mittelhammer
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