STA256 Tutorial W12
- 3.4.10
- Suppose is the MGF of
- What distribution is this?
- Normal Distribution
- What is
- Want to standardize it:
- #tk
- 3.4.30
- Compute the above
- Where
- With normal distributions, if you add them together, it's still normal. But we have new mean and variance
-
- To compute
- 5.1.7
- Let
- Let
- Show that by finding it's CDF
- First find CDF
- Solution
- So if the minimum is then all
- Since these are iid they're all the same
- Find the cdf
- To show this goes to
- So