Re: [問題] 求limit distribution

[acecc (cc)]

※ 引述《ljgda (沒事多運動)》之銘言：
: Xi~N(0,1)
:             X1+...+Xn
:  Wn= √n ---------------
:           X1^2+...+Xn^2   求 limit distribution?
: 感謝各位

BY CLT

   n
  ΣXi
  i=1        d
---------  ----> N(0,1)  ------(1)
  n^0.5


BY W.L.L.N         n
                  ΣXi^2
           P       i=1
E(X^2)=1  ---->  -------  ------(2)
                    n


                              (1)         d
由(1)(2) by slutzky theorem  ----- = Wn ------N(0,1)
                              (2)





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