Let be independent Bernoulli( ) random variables and let . Find the limitiing distribution of

Printable View

- Dec 30th 2012, 08:55 PMproblemLimiting Distribution
Let be independent Bernoulli( ) random variables and let . Find the limitiing distribution of

- Dec 31st 2012, 05:37 AMSironRe: Limiting Distribution
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?