Question: Let X1, ...,Xn be a random sample from N(,2) distribution, = 0,2 is known. Determine the asymptotic distribution of (X)1/2 using the invariance property

Let X1, ...,Xn be a random sample from N(θ,σ2) distribution, θ = 0,σ2 is known. Determine the asymptotic distribution of (X)1/2 using the invariance property of MLEs.

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