Author: Stephen J. HerschkornStephen J. Herschkorn
Date: Dec 21, 2006 00:36
I suspect that for large parameters, a beta distribution is
asymptotically normal. That is, if X_n has beta distribution with
parameters n a and n b, then sqrt(n (1/a + 1/b)) [(a + b) X_n - a]
converges in distribution to a standard normal random variable as n
grows arbitrarily large..
Is this true? How does one show it?
--
Stephen J. Herschkorn sjherschko@ netscape.net
Math Tutor on the Internet and in Central New Jersey and Manhattan
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