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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
wwwwwww1:Doeblin-Anscombe 02/20 12:54
wwwwwww1:notice that N/\theta=1+O_{P}(\theta^{-0.5}) 02/20 13:33