Let (left{X_{n}ight}_{n=1}^{infty}) be a sequence of independent random variables where (X_{n}) has a (operatorname{GAmma}left(theta_{n}, 2ight)) distribution where

Question:

Let \(\left\{X_{n}ight\}_{n=1}^{\infty}\) be a sequence of independent random variables where \(X_{n}\) has a \(\operatorname{GAmma}\left(\theta_{n}, 2ight)\) distribution where \(\left\{\theta_{n}ight\}_{n=1}^{\infty}\) is a sequence of positive real numbers.

a. Find a non-trivial sequence \(\left\{\theta_{n}ight\}_{n=1}^{\infty}\) such that the assumptions of Theorem 6.1 (Lindeberg, Lévy, and Feller) hold, and describe the resulting conclusion for the weak convergence of \(\bar{X}_{n}\).

b. Find a non-trivial sequence \(\left\{\theta_{n}ight\}_{n=1}^{\infty}\) such that the assumptions of Theorem 6.1 (Lindeberg, Lévy, and Feller) do not hold.

image text in transcribed

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  answer-question
Question Posted: