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5.40 Prove Theorem 5.4 in the case n = 2. That is, suppose that X1 and X2 are independent, identically distributed normal random variables. Prove

5.40 Prove Theorem 5.4 in the case n = 2. That is, suppose that X1 and X2 are independent, identically distributed normal random variables. Prove that (n - 1) $2 2 02 02 (Xi - X) 2 i=1 is a x random variable with one degree of freedom

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