Question: 5. Let X 2(n). Then (X n)/ 2n is AN(0,1) and X/n is AN 1 1, 2n 2 . Find a transformation
5. Let X ∼ χ2(n). Then (X − n)/
√
2n is AN(0,1) and X/n is AN 1
1, 2n 2
. Find a transformation g such that the distribution of g(X)−g(n) is AN(0, c).
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