Expected sums of squares. The expected values of the numerator and denominator of the statistic W defined

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Expected sums of squares. The expected values of the numerator and denominator of the statistic W∗ defined by (7.7) are E
r i=1 Y 2 i r
= σ2 +
1 r r i=1 η2 i and E n i=s+1 Y 2 i n − s
= σ2 .

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