Consider i.i.d. r.v.s X 1 ,X 2 , ... assuming a finite number of values x 1
Question:
Consider i.i.d. r.v.’s X1,X2, ... assuming a finite number of values x1 2 m.
(a) Describe the behavior of the r.v.’s
and
heuristically.
(b) Provide a rigorous explanation. How “fast” do the distributions of
approach their limits (if any)?
(c) Describe the cases where we cannot expect a similar behavior of
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