Let X nj , j = 1, ..., k n be row-wise independent r.v.s with ÉX nj
Question:
and
Then with
and under the assumption that L(Sn) N(0, 1), show that
By Theorem 1, it follows that, for every É > 0,
n where Fnj is the d.f. of Xnj. One way of proceeding is to show that
Transcribed Image Text:
o?(Xnj) = o < o∞, s, = E1 = 1,
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We assume that S n d N0 1 and we shall show that n j 1 X 2 nj P n 1 Si...View the full answer
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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