Let X1, X2, Xn be independent, identically distributed random vari- ables with E X4 < , and set u = E X, o2 = Var X, and
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Let X1, X2, Xn be independent, identically distributed random vari- ables with E X4 < , and set u = E X, o2 = Var X, and
Let X1, X2, Xn be independent, identically distributed random vari- ables with E X4 < , and set u = E X, o2 = Var X, and M4 = E(X-)4. Furthermore, set n n Xo = x ΣΧΕ Xn = and m2 = Σ(ΧΑ - Χη)2. n k=1 n k=1 Prove that 1 E(mm) oan n 14. -04 304 Var(m) - 2u4 - 404 n2 + 14 n3 n