Question: 5.1. (Sec. 5.2) Let x be distributed according to N(. + 3(z - z), l;), ex = 1, ... , N, where z = (1/N)Ez.

5.1. (Sec. 5.2) Let x" be distributed according to N(". + \3(z" - z), l;), ex =

1, ... , N, where z = (1/N)Ez". Let b =[l/Hz" -z)2]ExQ (za -Z),(N - 2)S =

E[x,,-i-b(za-z)][xa-i-b(za-Z)l'. and r 1 =Hza -Z)2b'S-lb. Show that T2 has the T2-distribution with N - 2 degrees of freedom. [Hinr: See Problem 3.13.]

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