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Q152Section III (Statistics)152 of 190

Asymptotic normality of Xˉ/S\bar X/S for exponential data, via the delta method

Suppose X1,X2,…,XnX_1,X_2,\dots,X_n are independent and identically distributed random variables each having exponential distribution with mean θ\theta. Then the asymptotic distribution of n(XˉS−1)\sqrt n\left(\dfrac{\bar X}S-1\right), where S2=1n∑1nXi2−(Xˉ)2S^2=\dfrac1n\sum_1^nX_i^2-(\bar X)^2, is:

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