Do Propositions 1 and 2 cover the situation of Exercise 10? Exercise 10 Consider i.i.d. r.v.s X
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Do Propositions 1 and 2 cover the situation of Exercise 10?
Exercise 10
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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