Suppose Xk is a noncentral chi-squared variable with k degrees of freedom and noncentrality parameter 2 k.

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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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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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