# Distribution function problem - (maybe) difficult

Printable View

• April 1st 2009, 01:56 AM
Bjorn
Distribution function problem - (maybe) difficult
I’ll try this again, since I didn’t get a solution last time

Please see the attached
• April 1st 2009, 10:32 AM
Laurent
Quote:

Originally Posted by Bjorn
I’ll try this again, since I didn’t get a solution last time

Please see the attached

Now you should compute the distribution function of $Z_n$ and prove that it converges to some limit when $n\to\infty$.

$P(Z_n\leq t)=P(n(\theta-S_n)\leq t)=P(S_n\geq\theta-\frac{t}{n})=1-P(S_n< \theta-\frac{t}{n})=\cdots$
• April 1st 2009, 11:44 PM
matheagle
I get an exponential $\theta$.