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Q54Section ST (Statistics (Q11–Q65))54 of 65

CLT and Slutsky for a mixed sum

Let {Xk}k≥1\{X_k\}_{k \ge 1} be a sequence of independent random variables such that X2k−1∼Bin⁡(1,θ)X_{2k-1} \sim \operatorname{Bin}(1, \theta) and X2k∼Bin⁡(1,1−θ)X_{2k} \sim \operatorname{Bin}(1, 1 - \theta), k=1,2,3,…k = 1, 2, 3, \dots, where θ∈(0,1)\theta \in (0, 1). Let {Yk}k≥1\{Y_k\}_{k \ge 1} be another sequence of independent and identically distributed random variables such that Yk∼Poisson⁡(λ)Y_k \sim \operatorname{Poisson}(\lambda), λ>0\lambda > 0. Define, for n∈Nn \in \mathbb{N}, S2n=∑k=1n(X2k−1−X2k+1−2θ)S_{2n} = \sum_{k=1}^{n}(X_{2k-1} - X_{2k} + 1 - 2\theta), Wn=∑k=1nYk2W_n = \sum_{k=1}^{n} Y_k^2 and σ2n2=2nθ(1−θ)\sigma_{2n}^2 = 2n\theta(1 - \theta). Then which of the following statements is/are correct?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Options

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