作者Whatfor (Live for what?)
看板Statistics
標題[問題] converge in distribution
時間Tue Feb 20 11:17:35 2007
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^_^
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推 wwwwwww1:Doeblin-Anscombe 02/20 12:54
推 wwwwwww1:notice that N/\theta=1+O_{P}(\theta^{-0.5}) 02/20 13:33