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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