NPTEL- Probability and Distributions

MODULE 7
LIMITING DISTRIBUTIONS
PROBLEMS
1. Let 1 , 2 , be a sequence of i.i.d. , 2 random variables, where > 0 and
0 < 2 < . Let = =1 and let = , where =
1

=1

, = 1, 2, . Show that the sequence

distribution, however, the sequence

does not have a limiting

has a limiting distribution.

2. Let 1 , 2 , be a sequence of i.i.d. random variables. Let 1: = min 1 , ,

and let = 1: , = 1, 2, . Find the limiting distribution of 1: 1 and
1 when
(i)
1 ~ 0, , > 0
(ii)
1 ~Exp , > 0.
3. Let 1 , 2 , be a sequence of i.i.d. random variables with mean and finite
variance. Show that
(i)
(ii)

=1

+1
6

+1 2+1

, as

2
=1

;
, as

4. Let 1 be a sequence of independent random variables such that the p.m.f.

of is given by
1
1
1
4 , 4
,
if

= 2

0,
otherwise
Show that

0, as

, where =

=1

, = 1, 2, .

5. Let ~ , , where 0,1 , = 1, 2, and lim

0. Show that

1 = >

~ P , the Poisson distribution with mean .

6. (i) Let ~ G , , = 1, 2, . Show that

(ii) Let ~

, 1 , = 1, 2, . Show that

1, as

~ 0,1 , as

Dept. of Mathematics and Statistics Indian Institute of Technology, Kanpur

NPTEL- Probability and Distributions

7. Consider a random sample of size 80 from the distribution having a p.d.f.

2
= 3 , if > 1 .
0, otherwise
Compute, approximately, the probability that not more than 20 of the items of the
random sample are greater than 6.
8. Let 1 , 2 , , 200 be a random sample from P 2 distribution, and let 200 =
200
=1 . Find, approximately, 420 200 440 .
9. Let 1 , 2 , be a sequence of i.i.d. random variables having a common p.d.f.
1
1
=
, < < .
1 + 2
Using
the
principle
of
mathematical
induction,
show
that

=1 =

1 , 1, 2, . Hence show that

does not converge

to anything in probability (Note that 1 is not finite and therefore validity of

WLLN is not guaranteed).
10. Let ~ P 2 , =

(i)

2 and

(ii)

2 +

(iii)

2 2 +
+ 2

and =
1, as

5, as

2
2 +1

, = 1, 2, .Show that

4, as

11. Let be the sample mean based on a random sample of size from a
distribution having mean , and variance 2 0, . Let =

(i)
(ii)
(iii)

, = 1, 2, . If

2, as
2

42
2

1 is

a sequence of random variables such that

, show that:
~ 0,1 , as
~12 , as

2 +
+2

~ 0,1 , as

12. Let 1 , 2 , be a sequence of i.i.d. 0,1 random variables. Let =

1

1 2 , = 1, 2, be the sequence of geometric means. Show that,

as ,

Dept. of Mathematics and Statistics Indian Institute of Technology, Kanpur

NPTEL- Probability and Distributions

(i)

;
1

(ii) 2 2

0, 2 , for some > 0 and 2 > 0. Find the values of

and 2 .

13. Let (1 , 2 ) 1 be a sequence of i.i.d. bivariate random vectors such that

11 = 1 , 21 = 2 , Var 11 = 12 > 0 , Var 21 = 22 > 0 ,
1

and Corr 11 , 21 = 1, 1
=
1
1

=1

=1 2

(i)

2
2 2 , 1
= 1

1 1
2

and =

1 2 and

1 2

(ii)

where

=1 1

. Let 1 =

1 2

=1

, 2 =

1 1

, = 2, 3, . Show that, as

=1 2

2
, 2
=

0, 2 12 22 ,

11 1 2 21 2 2
12 22

14.
(i) Let ~ Bin , , where 0,1 , = 1, 2, and lim =
0,1 . Show that

~ 0,1 , as ;
1
(ii) Let 1 , 2 , be a sequence of i.i.d. random variables of absolutely
continuous type. Let and , respectively, denote the d.f. and the p.d.f.
1

of 1 and let be the median of i. e. , = 2 . Suppose that > 0.

Let = +1:2+1 , = 1, 2, , be the middle observation (called the sample
median) based on random sample 1 , 2 , , 2+1 . Show that, as ,
(a)

(b)
15. Let

0,

1
4 2 ()

.
be a sequence of random variables such that, for real constants

and > 0,
0, 2 , as . Find the limiting distributions
of
(i) = 2 2 , = 1, 2, ,
(ii) = 2 , = 1, 2, ,
(iii) = ln ln , = 1, 2, , where > 0.

Dept. of Mathematics and Statistics Indian Institute of Technology, Kanpur

NPTEL- Probability and Distributions

16. Let ~ Bin , , = 1, 2, . Find the limiting distribution of =

1 1

, = 1, 2, . Find the limiting distribution (non

degenerate) of a normalized version of = 1 when = 2.

Dept. of Mathematics and Statistics Indian Institute of Technology, Kanpur