(See Solution) (1 mark) Let X i be i.i.d. with E(X i) = 0, and Var(X i) = 2 . Obtain the probability limit and asymptotic distribution of 1/X̄. Hint:


Question: (1 mark)

Let { X i } be i.i.d. with E( X i ) = 0, and Var( X i ) = 2 .

Obtain the probability limit and asymptotic distribution of \[1/\bar{X}\] .

Hint: When deriving the asymptotic distributions, first use Theorem 6.2.2 to find the asymptotic distribution of \[\bar{X}\] and then use Theorem 6.1.4.

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