Convergence in probability distribution

dimanche 29 décembre 2013

1. The problem statement, all variables and given/known data

Let [tex]X_n \in Ge(\lambda/(n+\lambda))[/tex] [tex]\lambda>0.[/tex]

Show that [tex]\frac{X_n}{n}[/tex] converges in distribution to [tex]Exp(\frac{1}{\lambda})[/tex]



2. Relevant equations

I was wondering if some kind of law is required to use here, but I don't know what

Does anyone know how this actually can be shown?

I'm taking a probability class, but the course literature I'm using is does not actually cover examples in this part at all. So it makes me hard to understand this :(





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