Question
Suppose X i , . . . , X n are i.i.d. normally distributed with mean 0 and variance 2 . Let n 2 ^
SupposeXi,...,Xn are i.i.d. normally distributed with mean 0 and variance 2. Let n2^=n1i=1nXi2. Find the limiting distributions ofn2^ and of n^. Find a functiong() such that
n1/2[g(n^)g()]dN(0,1)
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Mathematical Statistics With Applications In R
Authors: Chris P. Tsokos, K.M. Ramachandran
2nd Edition
124171133, 978-0124171138
