Let X1, X2, .., Xn be independent and identically distributed random variables with E(X1) = . Let Ăn = 12:=1 Xį. Recall

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Let X1 X2 Xn Be Independent And Identically Distributed Random Variables With E X1 Let An 12 1 Xi Recall 1 (64.52 KiB) Viewed 76 times

Let X1, X2, .., Xn be independent and identically distributed random variables with E(X1) = . Let Ăn = 12:=1 Xį. Recall X, ”> p. If g is a continuous function use a Taylor's series expansion to show that E (g(Ăn)) – g() and Var(g(Xn)– [g'(x)]? Var(X»). If X1 B(1, p) find Var(Ăn). If g(x) = sin(V2) determine the approximate variance of g(Xn) and note that it does not depend on the parameter p.