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Q153Section III (Statistics)153 of 190

Delta method applied to log⁡Xˉ\log\bar X for a Gamma-distributed sample

Let X1,…,XnX_1,\dots,X_n be iid f(x;θ,α)=e−x/θxα−1Γ(α)θαf(x;\theta,\alpha)= \dfrac{e^{-x/\theta}x^{\alpha-1}}{\Gamma(\alpha)\theta^\alpha}. Then, n(log⁡Xˉ−log⁡αθ)⟶dz\sqrt n(\log\bar X-\log\alpha\theta)\overset{d}{\longrightarrow} z, where z is distributed as:

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