If {Xj} i.i.d. N(, 1), then show that the distribution of n1Pn j=1 Xj is N(,

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If {Xj} ∼ i.i.d. N(θ, 1), then show that the distribution of n−1Pn j=1 Xj is N(θ, n−1).

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Optimal Statistical Inference In Financial Engineering

ISBN: 9781584885917

1st Edition

Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

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Question Posted: Oct 26, 2024 07:01 AM

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If {Xj} i.i.d. N(, 1), then show that the distribution of n1Pn j=1 Xj is N(,

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Optimal Statistical Inference In Financial Engineering

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