220概率困难derivationlong
Poisson Limit of the Binomial via Characteristic Functions
题目
Let for fixed and .
(a) Write down the characteristic function in closed form.
(b) Show that for every .
(c) Identify the limiting characteristic function and state the convergence-in-distribution conclusion.
(d) Justify why pointwise convergence of characteristic functions implies convergence in distribution (cite the relevant theorem).
(e) For , : compute using both the exact Binomial PMF and the Poisson approximation, and find the relative error.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。