Chapter 3: Problem 20
. Let the random variable \(X\) be \(N\left(\mu, \sigma^{2}\right) .\) What would this distribution be if \(\sigma^{2}=0 ?\) Hint: Look at the mgf of \(X\) for \(\sigma^{2}>0\) and investigate its limit as \(\sigma^{2} \rightarrow 0\).
Short Answer
Step by step solution
Key Concepts
These are the key concepts you need to understand to accurately answer the question.