Explore BrainMass

Explore BrainMass

    Limiting distributions

    Not what you're looking for? Search our solutions OR ask your own Custom question.

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    Let Y1 denote the first order statistic of a random sample of size n from a distribution that has pdf f(x)=e^-(x-theta), theta <x< infinity, zero elsewhere. Let Zn=n(Y1- theta). Investigate the limiting distribution of Zn.

    Answer: Gamma(alpha=1, Beta=1)
    Please show detail.

    © BrainMass Inc. brainmass.com March 4, 2021, 6:26 pm ad1c9bdddf
    https://brainmass.com/statistics/probability/limiting-distributions-44991

    Solution Summary

    Limiting distribution is found.

    $2.49

    ADVERTISEMENT