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464概率困难derivationlong

Delta Method for the Log of a Gamma Sample Mean

题目

Let X1,,XnX_1, \ldots, X_n be i.i.d.\ Gamma(2,1)\mathrm{Gamma}(2, 1) (shape 22, rate 11), so E[Xi]=2E[X_i] = 2 and Var(Xi)=2\mathrm{Var}(X_i) = 2.

Define Wn=ln(Xˉn)W_n = \ln(\bar{X}_n).

(a) Using the delta method, determine the asymptotic distribution of n(Wnln2)\sqrt{n}(W_n - \ln 2).

(b) For n=200n = 200, approximate P(Wn<0.6)P(W_n < 0.6).

You may use ln20.6931\ln 2 \approx 0.6931 and Φ(1.86)0.0314\Phi(-1.86) \approx 0.0314.

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你的答案

b