Essay
For this question you may assume that linear combinations of normal variates are themselves normally distributed.Let a,b,and c be non-zero constants.
(a)X and Y are independently distributed as N(a,σ2).What is the distribution of (bX+cY)?
(b)If X1,... ,Xn are distributed i.i.d.as N(a, ),what is the distribution of
?
(c)Draw this distribution for different values of n.What is the asymptotic distribution of this statistic?
(d)Comment on the relationship between your diagram and the concept of consistency.
(e)Let =
.What is the distribution of
(
- a)? Does your answer depend on n?
Correct Answer:

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(a)E(bX + cY)= bE(X)+ cE(Y)= a(b + c);va...View Answer
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