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Thread: limiting distribution

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    limiting distribution




    can someone please help me with this question? It would be greatly appreciated

    Find the limiting distribution of Yn = nX with Pdf

    f(x) = 1/(1+x)^2, with x>0

    I have no idea where to start. Can someone please explain slowly to me the procedure to find the limiting distribution?

  2. #2
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    Use the transformation rule.
    http://ikpe1101.ikp.kfa-juelich.de/b...s/node286.html

    so you can find the pdf of Yn.

    or you can calculate the characterstic function of X then nX
    find the limiting characterstic function and then calculate the distribution

    Answer:f(x) = 1 , with x=0
    else f(x)=0. It will be a discreet dist. ie degenerate distribution
    In the long run, we're all dead.

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