Write the characteristic function of the xk

Reference no: EM131216297

Let be a sequence of IID random variables with finite mean, µ, and let S_n be the sequence of sample means,

(a) Show that the characteristic function of S_n can be written as

(b) Use Taylor's theorem to write the characteristic function of the X_K

In so doing, you have proved that the distribution of the sample mean is that of a constant in the limit as Thus, the sample mean converges in distribution.

Reference no: EM131216297

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