Exercice 5. Let Xi, ,Xn be iid normal randon variables : Xi ~ N(μ, σ2). We...

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Exercice 5. Let Xi, ,Xn be iid normal randon variables : Xi ~ N(μ, σ2). We denote 4 Tl Show that (İ) ils2 (i.e., that x is independent of 82). (ii) x ~ N(μ, σ2/n). (iii) !뷰 ~ เลี้-1

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we assume -Nat μ:0 a nd i-2. 2 1=2. rem Make the anomatinm he have : 2)e n 72 n-1)/2 t is independent (x-7 ว่า rn ว่า 九 2 2. 2. Σ (Xi-H X NN

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Exercice 5. Let Xi, ,Xn be iid normal randon variables : Xi ~ N(μ, σ2). We...