Let X1,..., Xn be i.i.d. N(, 2). Compare the asymptotic distribution of X 2 n with that

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Let X1,..., Xn be i.i.d. N(θ, θ2). Compare the asymptotic distribution of X¯ 2 n with that of an efficient likelihood estimator sequence.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

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

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