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8. Suppose K is distributed i.i.d. N (U, 02), fora' = 11 2, . . . ,n. Which of the following is wrong? 2 9-2

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8. Suppose K is distributed i.i.d. N (U, 02), fora' = 11 2, . . . ,n. Which of the following is wrong? 2 9-2 J (b) W = i 2;] K2 is distributed xi J J

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