Showing $ mathbb{P}Big( frac{Pi - lambda}{sqrt{lambda}}leq x Big) $ [duplicate]
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This question already has an answer here:
Proof of $frac{Y^{lambda}-lambda}{sqrt{lambda}}to Zsim N(0,1)$ in distribution as $lambdatoinfty$?
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Let $Pi$ be a random variable distributed by Poisson distribution with parameter $lambda>0.$ Need to show that $$ mathbb{P}Big( frac{Pi - lambda}{sqrt{lambda}}leq x Big) rightarrow_{lambda to infty} Phi(x)$$ for every $x in mathbb{R}.$
I have no idea what to do and how to start. I know that Poisson random variable $exp(iat + lambda(e^{ibt-1})$ maybe this is equal to $Phi(t)$ but than what is $a$ and $b$?
probability probability-theory poisson-distribution characteristic-functions
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marked as duplicate by NCh, Misha Lavrov, max_zorn, Cesareo, Shailesh Jan 27 at 3:31
This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.
add a comment |
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This question already has an answer here:
Proof of $frac{Y^{lambda}-lambda}{sqrt{lambda}}to Zsim N(0,1)$ in distribution as $lambdatoinfty$?
1 answer
Let $Pi$ be a random variable distributed by Poisson distribution with parameter $lambda>0.$ Need to show that $$ mathbb{P}Big( frac{Pi - lambda}{sqrt{lambda}}leq x Big) rightarrow_{lambda to infty} Phi(x)$$ for every $x in mathbb{R}.$
I have no idea what to do and how to start. I know that Poisson random variable $exp(iat + lambda(e^{ibt-1})$ maybe this is equal to $Phi(t)$ but than what is $a$ and $b$?
probability probability-theory poisson-distribution characteristic-functions
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marked as duplicate by NCh, Misha Lavrov, max_zorn, Cesareo, Shailesh Jan 27 at 3:31
This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.
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Central limit theorem is an answer for your question.
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– vermator
Jan 24 at 13:37
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Look the answer here: math.stackexchange.com/questions/245379/…
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– user52227
Jan 24 at 20:01
add a comment |
$begingroup$
This question already has an answer here:
Proof of $frac{Y^{lambda}-lambda}{sqrt{lambda}}to Zsim N(0,1)$ in distribution as $lambdatoinfty$?
1 answer
Let $Pi$ be a random variable distributed by Poisson distribution with parameter $lambda>0.$ Need to show that $$ mathbb{P}Big( frac{Pi - lambda}{sqrt{lambda}}leq x Big) rightarrow_{lambda to infty} Phi(x)$$ for every $x in mathbb{R}.$
I have no idea what to do and how to start. I know that Poisson random variable $exp(iat + lambda(e^{ibt-1})$ maybe this is equal to $Phi(t)$ but than what is $a$ and $b$?
probability probability-theory poisson-distribution characteristic-functions
$endgroup$
This question already has an answer here:
Proof of $frac{Y^{lambda}-lambda}{sqrt{lambda}}to Zsim N(0,1)$ in distribution as $lambdatoinfty$?
1 answer
Let $Pi$ be a random variable distributed by Poisson distribution with parameter $lambda>0.$ Need to show that $$ mathbb{P}Big( frac{Pi - lambda}{sqrt{lambda}}leq x Big) rightarrow_{lambda to infty} Phi(x)$$ for every $x in mathbb{R}.$
I have no idea what to do and how to start. I know that Poisson random variable $exp(iat + lambda(e^{ibt-1})$ maybe this is equal to $Phi(t)$ but than what is $a$ and $b$?
This question already has an answer here:
Proof of $frac{Y^{lambda}-lambda}{sqrt{lambda}}to Zsim N(0,1)$ in distribution as $lambdatoinfty$?
1 answer
probability probability-theory poisson-distribution characteristic-functions
probability probability-theory poisson-distribution characteristic-functions
asked Jan 24 at 13:34
AtstovasAtstovas
1139
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marked as duplicate by NCh, Misha Lavrov, max_zorn, Cesareo, Shailesh Jan 27 at 3:31
This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.
marked as duplicate by NCh, Misha Lavrov, max_zorn, Cesareo, Shailesh Jan 27 at 3:31
This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.
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Central limit theorem is an answer for your question.
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– vermator
Jan 24 at 13:37
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Look the answer here: math.stackexchange.com/questions/245379/…
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– user52227
Jan 24 at 20:01
add a comment |
$begingroup$
Central limit theorem is an answer for your question.
$endgroup$
– vermator
Jan 24 at 13:37
$begingroup$
Look the answer here: math.stackexchange.com/questions/245379/…
$endgroup$
– user52227
Jan 24 at 20:01
$begingroup$
Central limit theorem is an answer for your question.
$endgroup$
– vermator
Jan 24 at 13:37
$begingroup$
Central limit theorem is an answer for your question.
$endgroup$
– vermator
Jan 24 at 13:37
$begingroup$
Look the answer here: math.stackexchange.com/questions/245379/…
$endgroup$
– user52227
Jan 24 at 20:01
$begingroup$
Look the answer here: math.stackexchange.com/questions/245379/…
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– user52227
Jan 24 at 20:01
add a comment |
1 Answer
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Hint: Use the central limit theorem and the fact that exponentials transform sums in products.
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add a comment |
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Hint: Use the central limit theorem and the fact that exponentials transform sums in products.
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add a comment |
$begingroup$
Hint: Use the central limit theorem and the fact that exponentials transform sums in products.
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add a comment |
$begingroup$
Hint: Use the central limit theorem and the fact that exponentials transform sums in products.
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Hint: Use the central limit theorem and the fact that exponentials transform sums in products.
answered Jan 24 at 13:36


Math_QEDMath_QED
7,71031453
7,71031453
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add a comment |
$begingroup$
Central limit theorem is an answer for your question.
$endgroup$
– vermator
Jan 24 at 13:37
$begingroup$
Look the answer here: math.stackexchange.com/questions/245379/…
$endgroup$
– user52227
Jan 24 at 20:01