[商管] [統計] 96政大風管(精算組)

看板Grad-ProbAsk作者 (Wei)時間15年前 (2011/02/22 02:55), 編輯推噓2(205)
留言7則, 4人參與, 最新討論串1/1
http://small.lib.nccu.edu.tw/exam/data/master/ins/ins96.pdf 精算組的第二題 2.Let X1, X2,..., be independent identical distributed random variable with N(0,1) (a) Determine the limiting distribution of the ramdom variable Wn = √n(X1 + X2 + .... + Xn) ------------------------ X1^2 + X2^2 +....+ Xn^2 謝謝。 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 123.192.168.194

02/22 15:10, , 1F
t
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02/22 18:25, , 2F
N(0,1)
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02/22 18:27, , 3F
分子寫成(X1+...+Xn)/√n d收斂到N(0,1)
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02/22 18:27, , 4F
分母寫成(X1^2 + X2^2 +....+ Xn^2)/n p收斂到1
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02/22 18:28, , 5F
相除用Slutsky d收斂到N(0,1)
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02/23 08:02, , 6F
分子用CLT 分母用 Law of large number 然後slutzky...
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02/23 23:44, , 7F
謝謝~~
02/23 23:44, 7F
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