Question: Let {Xj} i.i.d. N(, ). Show that Pn j=1 Xj , Pn j=1 X2 j is a sufficient and complete statistic for
Let {Xj} ∼ i.i.d. N(μ, σ). Show that
³Pn j=1 Xj , Pn j=1 X2 j
´
is a sufficient and complete statistic for θ = (μ, σ).
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