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Math Help - limiting distribution

  1. #1
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    limiting distribution

    Can you help me to solve

    Let X1,X2,.........,Xn be a random sample of size n from a distribution which is
    Pareto (1,1). If Yn = X n:n/n to show that if Yn converges in distribution to Y. To find the distribution function F of y.
    Thank you
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  2. #2
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    Quote Originally Posted by user View Post
    Can you help me to solve

    Let X1,X2,.........,Xn be a random sample of size n from a distribution which is
    Pareto (1,1). If Yn = X n:n/n to show that if Yn converges in distribution to Y. To find the distribution function F of y.
    Thank you
    Start by reviewing The Central Limit Theorem.
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