Homework Assignments
Homework 6

Suppose
is a sequence of independent
r.v.s each of which is uniformly distributed on the interval
. Define a sequence of r.v.s
by
,
where
. Show that
converges in distribution to an exponential
r.v. with p.d.f.
 Suppose (i.p.) and that there is a constant such that for all . Show that (m.s.)
 Suppose (in distribution), where is a constant. Show that (i.p.)
 Exercise 7.2.1(b,c). On the converse, suppose takes values with probability 1/2.
 Exercise 7.5.1.
Copyright 2008,
Todd Moon.
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.
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