1. Math
  2. Statistics And Probability
  3. if two random variables have the same generating function must...

Question: if two random variables have the same generating function must...

Question details

If two random variables have the same generating function, must they have the same cumulative distribution function? L.8) Central Limit Theorem One version of Central Limit Theorem says this: Go with independent random variables (Xi, X2, X3, ..., X.....] all with the same cumulative distribution function so that: 11-Expect[Xi]-Expect[s] and σ. varpk-VarX] for all i and j . Put: s[n] = As n gets large, the cumulative distribution function of S[n] is well approximated by the Normal[o, 1] cumulative distribution function. You prove this by setting G[tl-Expecte and a rguing why: G[tr→a certain function h[t] as n→oo What is that certain function, h[t]?

Solution by an expert tutor
Blurred Solution
This question has been solved
Subscribe to see this solution