The moment generating function (mgf) of y is given by
Since the momoent generating function of x is given by
When p tends to 0, we have
Applying L'Hopital's rule we have:
This shows that y converges to <span>a chi squared random variable with 2r degrees of freedom</span>.
Since the momoent generating function of x is given by
When p tends to 0, we have
Applying L'Hopital's rule we have:
This shows that y converges to <span>a chi squared random variable with 2r degrees of freedom</span>.