Continue the calculations (Advice You may choose a slightly heuristic approach using the representation k 1 k Y k , where Yk 1 k k i 1 (X 2 i 1),and X i s are standard normal For large k, by the CLT, Y k is asymptotically normal, which gives a clue how to estimate the moments of k ) ...

and Then Since X has the Fdistribution with parameters 1 by 6234 Varx 2k Var k Var x n 2 k B2 21nn k ...

Continue the calculations. (Advice: You may choose a slightly heuristic approach using the representation k =

Question:

Continue the calculations. (Advice: You may choose a slightly heuristic approach using the representation ξ_k = 1/√k Y_k, where Yk = 1/√k Σ^k_i=1(X²_i−1), and X_i’s are standard normal. For large k, by the CLT, Y_k is asymptotically normal, which gives a clue how to estimate the moments of ξ_k.)