Letbe independent Bernoulli(
) random variables and let
. Find the limitiing distribution of
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Letbe independent Bernoulli(
) random variables and let
. Find the limitiing distribution of
First, let's find the distribution of, this can be done by computing the characteristic function
and because
we have given that
are independent random variables we obtain
. Now, the only thing you have to do is calculating the characteristic function of a random variable with a Bernoulli distribution. Can you do that?
Second, we want the distribution of, in fact we want to find the distribution function
. Can you compute this?