作者adofly (风)
看板Statistics
标题[问题] 两题有关极限分配的问题
时间Wed Dec 6 13:35:11 2006
1. Let Y2 denote the second order statistic of a random sample
of size n from a distribution of the continuous type that
has cdf F(x) and pdf f(x)=F′(x). Find the limiting distribution
of Wn = nF(Y2)
这小题的答是给 W ~ gamma (2,1)
不知道为什麽我做到取极限後就变成零了
2. We know that Xbar is approximately N(μ,σ2/n) for large n.
Find the appoximate distribution of u(Xbar) = Xbar的三次方
这题我只能求出他的平均数跟变异数，但不知道是什麽分配说。
这题我就不知道答案是什麽了。
谢谢大家啦
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