Consider a generalization of Example 2.1-4 for an arbitrary parameter a. For which a does the
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Consider a generalization of Example 2.1-4 for an arbitrary parameter a. For which a does the CLT hold? Consider the order of the Lyapunov fraction Ln (and hence, the rate of convergence in the CLT) for different a’s.
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Let Y1 2 be independent and identically distributed rvs with zero means Set 1 E Y and Var...View the full answer
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