IE4521_HW4b_Solution

IE4521_HW4b_Solution - 5.4.3 Since X i are i.i.d. random...

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5.4.3 Since i X are i.i.d. random variables, ln( ) i X are i.i.d. random variables too. Define μ = mean of ln( ) i X 2 σ = variance of ln( ) i X Notice that: 12 ln( ) ln( ) n X XX X =×× " ln( ) ln( ) ln( ) n X = ++ + " From Central Limit Theorem (pp242), ln( ) X can be approximated by a normal
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This note was uploaded on 02/19/2011 for the course IE 4521 taught by Professor Staff during the Spring '08 term at Minnesota.

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IE4521_HW4b_Solution - 5.4.3 Since X i are i.i.d. random...

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