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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: 1 2 ln( ) ln( ) n X X X X = × × " 1 2 ln( ) ln( ) ln( ) n X X X = + + + " From Central Limit Theorem (pp242), ln( ) X can be approximated by a normal

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

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