Thread: Square root of Poisson Distribution

Let be a sequence of Poisson distributed random variables with mean n*u. Let . Find the limiting distribution of after properly standardized.

I'm pretty sure that X should be normally distributed and the answer should use the CLT in some way. All I have so far is that:



And now i'm pretty much stuck

Originally Posted by southprkfan1

Let be a sequence of Poisson distributed random variables with mean n*u. Let . Find the limiting distribution of after properly standardized.

I'm pretty sure that X should be normally distributed and the answer should use the CLT in some way. All I have so far is that:



And now i'm pretty much stuck

Is this relevant: http://www.tina-vision.net/docs/memos/2001-010.pdf

Originally Posted by mr fantastic

Is this relevant: http://www.tina-vision.net/docs/memos/2001-010.pdf

Thanks for the link, but I didn't really find it helpful (or maybe it's just late and I'm tired). It also appears to take a lot of information for granted.