Question: Let Xn be a sample mean in a random sample X1, ...,Xn from POI() distribution and let Tn = n i=1 Xi. Use the Delta
Let Xn be a sample mean in a random sample X1, ...,Xn from POI(λ) distribution and let Tn = n i=1 Xi. Use the Delta method to find the limiting distribution of:
(i) g(Xn) = √n(Xn − λ). (ii) g(Xn)=1/Xn. (iii) g(Tn) = log(Tn). (iv) g(Tn
) =
Tn. [Hint: Tn/n has approximately N(λ,λ/n) distribution (why?).]
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