Consider theestimator of thevariance 2 in thesimplestandardnormalmodel,sothat S2n is distributedas S2n 22(n 1)/(n 1).

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Consider theestimator

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of thevariance σ2 in thesimplestandardnormalmodel,sothat S2n is distributedas S2n ∼ σ2χ2(n − 1)/(n − 1).

a) Showthat S2n is asymptoticallynormallydistributedwith

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b) Considerthetransformation Yn = log S2n . Usethedeltamethodtofindthe asymptotic distributionof Yn

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Sep 19, 2024 08:00 PM

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Consider theestimator of thevariance 2 in thesimplestandardnormalmodel,sothat S2n is distributedas S2n 22(n 1)/(n 1).

Question:

= 1 n-1 (X-X) i=1

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Fundamentals Of Mathematical Statistics

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