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Thread: Median and Mean of Independent Random Variables

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    Median and Mean of Independent Random Variables

    Hello,

    Here is the question:

    Let X_1,X_2, . . . ,X_n be random variables with the density \frac{1}{1+x^2} for x \in ({-\infty},{\infty}) ; suppose further that these random variables are independent.

    a. What is the median of each of the X_j?

    b. Do you expect that the mean of these random variables will be approximately normal for large n ? Why or why not?

    A walk through to the solution would be greatly appreciated!

    Thank you!

    Matt.
    Last edited by Dason; 12-22-2010 at 11:58 AM.

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