Some Practice Problems for MA 582

1. Let Xn ~ Pois(n), where n as n . Prove that Xn/n 1, in probability.

2. Let Xn ~ N(, n), where n 0 as n . Prove that E(Xn) = and that Xn in probability.
3. For each >0, let f (x) = 2x/for 0<x<Let Tn be the sample max. Prove that Tn is consistent
for but also that it is biased. Correct the bias, call the new estimator Vn and prove that Vn is UC
for Also, prove that n(Tn) converges in distribution, and identify the limiting (or
asymptotic) distribution. Later, prove something similar for n(Vn). Note that this problem
resembles a similar development for U(0, ) as done in lecture.