2865概率困难derivationmedium
A Stable Law with No MGF
题目
Suppose are i.i.d. with characteristic function \[ \phi_X(u)=\exp(-c|u|^{3/2}),\qquad c>0. \] Show that \[ n^{-2/3}(X_1+\cdots+X_n) \] has the same distribution as .
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提交作答时记录，用于后续平均用时统计。
题目
Suppose are i.i.d. with characteristic function \[ \phi_X(u)=\exp(-c|u|^{3/2}),\qquad c>0. \] Show that \[ n^{-2/3}(X_1+\cdots+X_n) \] has the same distribution as .
解题计时
0:00
提交作答时记录，用于后续平均用时统计。