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(Solved): 4.2.3. Suppose we assume that X1, X2, . . . , Xn is a random sample from a (1, ) distribution. ...



4.2.3. Suppose we assume that X1, X2, . . . , Xn is a random sample from a ?(1, ?) distribution. (a) Show that the random variable (2/?) ni=1 Xi has a ?2-distribution with 2n degrees of freedom. (b) Using the random variable in part (a) as a pivot random variable, find a (1 ? ?)100% confidence interval for ?.



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