Let X1,.,Xn be iid with mean µ, variance o², EX³ = µ3, EX* = µ4. 1. Evaluate the asymptotic distribution of Xn-H Vn > x? – (o² + µ²) n i=1 2. Find the asymptotic distribution of Vn(s² – o²), for :(x – X„)² s² n. i=1
Let X1,.,Xn be iid with mean µ, variance o², EX³ = µ3, EX* = µ4. 1. Evaluate the asymptotic distribution of Xn-H Vn > x? – (o² + µ²) n i=1 2. Find the asymptotic distribution of Vn(s² – o²), for :(x – X„)² s² n. i=1
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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Transcribed Image Text:Let X1,,Xn be iid with mean µ, variance o², Ex³ = µ3, EX* = µ4.
%3D
1. Evaluate the asymptotic distribution of
Vn 1
:> x? – (o² + µ²)
n.
i=1
2. Find the asymptotic distribution of
Vn(s? – o?),
for
n
(X; – Xn)²
n.
i=1
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