= n n 1-00 2. (a) Let {Y;: i=1, 2, ..., n} be an iid sequence of x?(1) random variables, and denote by 7, their sample m

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N N 1 00 2 A Let Y I 1 2 N Be An Iid Sequence Of X 1 Random Variables And Denote By 7 Their Sample M 1 (32.49 KiB) Viewed 22 times

= n n 1-00 2. (a) Let {Y;: i=1, 2, ..., n} be an iid sequence of x?(1) random variables, and denote by 7, their sample mean, i.e., 7. = (Y, + Y, +...+ Y)/n. What is lim Y. ? (b) Let F = (x/m)/(Y/n) for X-x?(m), Y~x?(n), and X1 Y. By using (a), show that the distribution of mF converges to x?(m) as n 700. [Note: This is related to the relationship between likelihood ratio test and one- sample t-test.]