See here: - Wolfram|Alpha
So now you need to think about a distribution that has a moment generating function equal to 1 .... (see here Dirac delta function - Wikipedia, the free encyclopedia)
Let Zn be a chi square distribution with n degrees of freedom. Let Wn = Zn/n^2. Find the limiting distribution of Wn.
I know the MGF of a chi square distribution is
I'm trying to use the taylor expansion (1+b/n)^c = e^bc as n approaces infinity, but can't since the denominator is n^2, and not n, and I'm stuck here. I'm assuming I made a mistake somewhere, but can't figure out where.
Any help would be appreciated.
See here: - Wolfram|Alpha
So now you need to think about a distribution that has a moment generating function equal to 1 .... (see here Dirac delta function - Wikipedia, the free encyclopedia)