8.16 If Tn satisfies n[Tn ] L N(0, 2), find the limiting distribution of

Question:

8.16 If Tn satisfies √n[Tn − θ] L

→ N(0, τ 2), find the limiting distribution of

(a) T 2 n , (b)

log |Tn|,

(c) 1/Tn, and

(d) eTn (suitably normalized).

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