Suppose Xk is a noncentral chi-squared variable with k degrees of freedom and noncentrality parameter 2 k.
Question:
Suppose Xk is a noncentral chi-squared variable with k degrees of freedom and noncentrality parameter δ2 k. Show that (Xk − k)/(2k)
1/2 d
→
N(µ, 1) if δ2 k/(2k)
1/2 → µ as k → ∞.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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