MATHEMATICAL STATISTICS Tutorial Exercises 7

Exercises which are taken from the text book, Wackerly, D.D. et.al. Mathematical
Statistics with Applications are marked with their exercise number in the textbook
in brackets.

1. Let X(1) be the smallest order statistic in a sample of n observations from a

distribution with p.d.f. f (x) = e−(x−θ) , θ < x < ∞. Find, if it exists, the
limiting distribution of Yn = n(X(1) − θ).

2. Let the random variable Xn have a binomial B(n, p) distribution. Show that
Xn /n converges stochastically to p.

3. Let X̄n be the mean of √ a sample of size n from a Poisson dsitribution with
mean 1, and let Yn = n(X̄n − 1). Using moment generating functions, find
the limiting distribution of Yn .