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5. Let X1, X2, . .. , Xn be independently distributed as N(μ, σ2). Define 7t n-1 ー1

Users/rumi3/Downloads/Linear-Regression-Analysis-Seber.pdf MOMENT GENERATING FUNCTIONS AND INDEPENDENCE 13 and n-1 2(n-1 i=1 (a) Prove that var[S2-2c4/(n-1). b) Show that Q is an unbiased estimate ofa (c) Find the variance of Q and hence show that as n → oo, the effi- ciency of Q relative to S2 is
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