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460概率困难derivationlong

Delta Method for Square Root of the Sample Mean

题目

Let X1,,XnX_1, \ldots, X_n be i.i.d.\ Exp(λ)\operatorname{Exp}(\lambda) with λ=4\lambda = 4 (so E[Xi]=1/4E[X_i] = 1/4, Var(Xi)=1/16\operatorname{Var}(X_i) = 1/16). Define Tn=XˉnT_n = \sqrt{\bar{X}_n}.

(a) Using the delta method, find the asymptotic distribution of n(Tnμ)\sqrt{n}\,(T_n - \sqrt{\mu}) where μ=E[Xi]\mu = E[X_i].

(b) For n=256n = 256, approximate P(T256>0.525)P(T_{256} > 0.525).

You may use Φ(1.60)0.9452\Phi(1.60) \approx 0.9452.

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你的答案

b