Question: Let Xn have a gamma distribution with parameters alpha = n and lambda = 1. Let Yn = Xn/n (a) Find the limiting distribution of
Let Xn have a gamma distribution with parameters alpha = n and lambda = 1. Let Yn = Xn/n (a) Find the limiting distribution of (sqrt n)(Yn - 1). Hint: Write Xn as the sum of n independent and identically distributed random variables b) Using the results in (a), how large need n be so that P(|Yn - 1| > 0.01) < 0.01
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
