Let X1, X2, be a sequence of independent variables distributed as N(, 2), and let Yn nXn 1 (X1 Xn) n(n 1) Then the variables Y1, Y2, are independently distributed as N(0, 2) ...

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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 Volume I

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4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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

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Testing Statistical Hypotheses Volume I

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