Question: Let .Rn;Bn;Q n # W # 2 / be a real n-fold product model with continuous distribution functions F# D FQ# . Furthermore, let T#

Let .Rn;Bn;Q

˝n

#

W # 2 ‚/ be a real n-fold product model with continuous distribution functions F# D FQ# . Furthermore, let T# D 

Pn iD1 log F#.Xi /, # 2 ‚. For which probability measure Q on .R;B/ is .QI T# W # 2 ‚/ a pivot? Hint: Problem 1.18, Corollary

(3.36).

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