← 返回数学题库
220概率困难derivationlong

Poisson Limit of the Binomial via Characteristic Functions

题目

Let XnBinomial(n,λ/n)X_n \sim \text{Binomial}(n, \lambda/n) for fixed λ>0\lambda > 0 and n>λn > \lambda.

(a) Write down the characteristic function φXn(t)=E[eitXn]\varphi_{X_n}(t) = E[e^{itX_n}] in closed form.

(b) Show that limnφXn(t)=eλ(eit1)\lim_{n \to \infty} \varphi_{X_n}(t) = e^{\lambda(e^{it} - 1)} for every tRt \in \mathbb{R}.

(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 λ=5\lambda = 5, n=100n = 100: compute P(Xn=3)P(X_n = 3) 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。