CLT for independent, but non-identically distributed exponential variables

900 Views Asked by At

This problem is practice for my qualifying exam and comes from Resnick, chapter 9. Could anyone comment on my solution(s)?

Problem Suppose ${e_n, n\ge 1}$ are independent exponentially distributed random variables with $E(e_n)=\mu_n$. If $$ \max_{i\le n}\frac{\mu_i}{\sum^n_{j=1}\mu_j}\to 0 $$

then $$ \sum^n_{i=1}(e_i-\mu_i)/\sqrt{\sum^n_{j=1}\mu_j^2}\implies N(0,1). $$

Attempt

The condition $$ \max_{i\le n}\frac{\mu_i}{\sum^n_{j=1}\mu_j}\to 0 $$ means that for $\epsilon>0$, $\exists N\in\mathbb{N}$, such that $$ \max_{i\le n}\frac{\mu_i}{\sum^n_{j=1}\mu_j}<\epsilon $$ whenever $n>N$.

Then $\forall n>N$ $$ \max_{i\le n}\mu_i <\epsilon\sum_{j\le n}\mu_j\le\epsilon\sqrt{n}\left(\sum\mu_k^2\right)^{1/2}=\epsilon\sum_{j\le n}\mu_j\le\epsilon\sqrt{n}s_n $$ where the second inequality is due to Cauchy-Schwarz and $s_n=\sum_{j\le n}\mu_j^2$

Again, I check the Liapunov condition for $\delta=1$. So $\forall n>N$, $$ \frac{\sum_{k\le n}E|e_k|^3}{s_n^3}=6\sum \left(\frac{\mu_k}{s_n}\right)^3\\\le 6\sum \left(\frac{\max \mu_k}{s_n}\right)^3\\\le 6\sum \left(\frac{\epsilon\sqrt{n}s_n}{s_n}\right)^3\\=6\epsilon^3n^{5/2} $$

Since $\epsilon$ was arbitrary, we let $\epsilon^3\to0$ faster than $n^{5/2}\to\infty$, and we have the Liapunov condition, and therefore CLT.

Any help is appreciated. Thanks!

1

There are 1 best solutions below

3
On

Set $$X_i = \frac{e_i - \mu_i}{\mu_i}, \quad i = 1, 2, \ldots, n$$ It is then easily seen that $X_1, \ldots, X_n$ are i.i.d., and we want to find the asymptotic distribution of $$\sum_{i = 1}^n \frac{\mu_i X_i}{\sqrt{\sum_{j = 1}^n \mu_j^2}} := \sum_{i = 1}^n Y_i.\tag{1}$$

We shall check the Lindeberg condition for sum $(1)$. Note $E(Y_i) = 0, i = 1, 2, \ldots, n$, and $s_n^2 = \sum_{i = 1}^n E(Y_i^2) = 1$. Given $\varepsilon > 0$, denote $\sqrt{\sum_{j = 1}^n \mu_j^2}$ by $A_n$, then \begin{align*} & \frac{1}{s_n^2} \sum_{i = 1}^n E(Y_i^2\text{I}(|Y_i| > \varepsilon s_n)) = \sum_{i = 1}^n E\left(\frac{\mu_i^2 X_i^2}{\sum_{j = 1}^n \mu_j^2} \text{I}\left(\left|\mu_iX_i\right| > \varepsilon A_n\right)\right) \\ \leq & \frac{1}{\sum_{j = 1}^n \mu_j^2}\sum_{i = 1}^n \mu_i^2 E(X_i^2\text{I}(\left|X_i\right| > \varepsilon A_n/\max_{1 \leq j \leq n}\mu_j)) \\ = & E(X_1^2\text{I}(\left|X_1\right| > \varepsilon A_n/\max_{1 \leq j \leq n}\mu_j)) \end{align*}

To here, it's time to use the condition. However, there is a little issue. The Lindeberg condition can be checked if $$\frac{\max_{1 \leq i \leq n}\mu_i}{\sqrt{\sum_{j = 1}^n \mu_j^2}} \to 0.$$ With the condition you provided, some difficulties seem exist (could you double check the condition or look for another way?).