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Limiting distributions

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)
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Solution Summary

Limiting distribution is found.

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