[問題] converge in distribution

看板Statistics作者 (Live for what?)時間19年前 (2007/02/20 11:17), 編輯推噓2(2推 0噓 0→)
留言2則, 1人參與, 最新討論串1/1
煩請各位大大解說 Given that N=n, the conditional distribution of Y is χ(2n) The unconditional distribution of N is Poisson(θ) (a)Calculate EY and Var Y (unconditional moments) 這小題我有用雙重期望值原理算出來 (b)Show that, as θ--> ∞, (Y-EY)/√VarY --> N(0,1) in distribution 這題不知道要怎麼먊謝謝^_^ -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 69.143.14.194
推
02/20 12:54, , 1F
Doeblin-Anscombe
02/20 12:54, 1F
推
02/20 13:33, , 2F
notice that N/\theta=1+O_{P}(\theta^{-0.5})
02/20 13:33, 2F
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文章代碼(AID): #15scXGrU (Statistics)