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- May 25th 2010, 07:46 AM #1

- Joined
- Sep 2009
- Posts
- 100

I'm having a lot of trouble with this problem.

Let be a random sample of sizze n from a geometric distribution with pmf ,

Let .Find, the mgf of . Then Find the limiting mgf lim as n goes to infitinity. What is the limiting distribution of

I'm a little lost.

I can find the mgf of which is

so... if there was a factor of of ... does that mean the mfg for is ?

or... instead of i'll have

How about the bit of ... ?

and then the limit just equal to zero... if term exists....

distribution just 0? doesn't make sense...

I'm very confused!

- May 25th 2010, 10:09 AM #2

- May 25th 2010, 02:15 PM #3

- Joined
- Sep 2009
- Posts
- 100

- May 25th 2010, 02:44 PM #4