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Math Help - Distribution function problem - (maybe) difficult

  1. #1
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    Distribution function problem - (maybe) difficult

    Iíll try this again, since I didnít get a solution last time

    Please see the attached
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  2. #2
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    Quote Originally Posted by Bjorn View Post
    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
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  3. #3
    MHF Contributor matheagle's Avatar
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    I get an exponential \theta.
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