Recall M(k, h) defined by (14.27) and let Fk denote the c.d.f.

of the central Chi-squared distribution with k degrees of freedom. Show that M(k, h) = α + γk h2 2 + o(h2

) as h → 0 , where

γk = Fk(ck,1−α) − Fk+2(ck,1−α) .