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7.18. Let X1, X2,... be i.i.d. with E[X1] = 4, Var (X1) = o2 and finite E[(X1 - H)*). Define the "sample %3D def fourth central moment 44 variance" (X; – X,)², where X, (1/n) E X, is the sample mean. Prove that n[s - o d N (0, 1).

7.18. Let X1, X2,... be i.i.d. with E[X1] = 4, Var (X1) = o2 and finite E[(X1 - H)*). Define the "sample %3D def fourth central moment 44 variance" (X; – X,)², where X, (1/n) E X, is the sample mean. Prove that n[s - o d N (0, 1).

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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7.18. Let X1,X2,... be i.i.d. with E[X1] = µ, Var (X1) = o² and finite de* E[(X1 - 4)*). Define the "sample fourth central moment l4 variance" (X; - Xn)°, (X;- X)², i=1 where X, (1/n) E X, is the sample mean. Prove that Vn[s - o 4 N (0,1). VH4 - o
Transcribed Image Text:7.18. Let X1,X2,... be i.i.d. with E[X1] = µ, Var (X1) = o² and finite de* E[(X1 - 4)*). Define the "sample fourth central moment l4 variance" (X; - Xn)°, (X;- X)², i=1 where X, (1/n) E X, is the sample mean. Prove that Vn[s - o 4 N (0,1). VH4 - o
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