Write the limiting distribution, representation (2.4.8) and a similar representation for for X i s having the
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Write the limiting distribution, representation (2.4.8) and a similar representation for for Xi’s having the Cauchy distribution (that has the density f (x) = 1/(π(1+x2)).
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In this case the tail is Fx 1 1 dy 1 yzdy HI G x 1 1 1 y 1 y dy dy 1 y T...View the full answer
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