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Unformatted text preview: he calculations in part c lead to convergence in distribution of
√ via the generalized CLT. Problem 6 (17 pts). Let
∑ , a. (7 points)
(I) ∑ Let
| Hint: Are the
(I) represents. be random variables and denote
|} | | | | events in (I) disjoint? Try to express in words what From now on assume that
b. (6 points)
a| are independent.
| c. (4 points)
If converge in probability then a
Hint: Prove first that
Then combine parts a and b.
Remark: It follows from part c that
converge a.s. | |
as | in
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This document was uploaded on 03/01/2014 for the course STATS 400 at Michigan State University.
- Spring '12