Let X1, X2,... be a sequence of independent variables distributed as N(, 2), and let Yn =

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Let X1, X2,... be a sequence of independent variables distributed as N(ξ, σ2), and let Yn = [nXn+1 − (X1 + ··· + Xn)]/

n(n + 1) . Then the variables Y1, Y2,... are independently distributed as N(0, σ2).

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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