Let (X_{1}, ldots, X_{n}), be a sequence of i.i.d. random variables that follow the Poisson distribution with
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Let \(X_{1}, \ldots, X_{n}\), be a sequence of i.i.d. random variables that follow the Poisson distribution with mean \(\mu\). Then the sample average \(\bar{X}_{n}=\frac{X_{1}+\cdots+X_{n}}{n}\) is a consistent estimate of \(\mu\) and \(\bar{X}_{n}^{2}\) is a consistent estimate of \(\mu^{2}\).
(a) Determine the asymptotic distribution of \(\bar{X}_{n}\).
(b) Determine the asymptotic distribution of \(\bar{X}_{n}^{2}\).
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Applied Categorical And Count Data Analysis
ISBN: 9780367568276
2nd Edition
Authors: Wan Tang, Hua He, Xin M. Tu
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