Let X₁, X₂, X3,..., Xn be a random sample of size n from population X. Suppose that X~N(0, 1) Σ1Xi √n O√n. and Y =

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3.Statistical inference
Question 1 a iii)

a)
Let X₁, X₂, X3, ..., Xn be a random sample of size n from population X. Suppose that X~N(0, 1)
Xi
Σ₁1X₁0√√n.
and y=2=14
√n
iii) Show using the moment generating function technique that Y is a standard normal random
variable.
Transcribed Image Text:a) Let X₁, X₂, X3, ..., Xn be a random sample of size n from population X. Suppose that X~N(0, 1) Xi Σ₁1X₁0√√n. and y=2=14 √n iii) Show using the moment generating function technique that Y is a standard normal random variable.
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