12-7. Suppose X1, X2, four ordinary moments ... is an IID sequence of random variables, having α₁ = E(X), i = 1,..., 4. Define Yn = x², n = 1, 2,... and Xn Yn = 1 η n n n Xi Yi What is the approximate normal distribution of Yn - X when n is large? Hint: Slides 93-95, deck 7 and the multivariate delta method.
12-7. Suppose X1, X2, four ordinary moments ... is an IID sequence of random variables, having α₁ = E(X), i = 1,..., 4. Define Yn = x², n = 1, 2,... and Xn Yn = 1 η n n n Xi Yi What is the approximate normal distribution of Yn - X when n is large? Hint: Slides 93-95, deck 7 and the multivariate delta method.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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