Question: 23. Use Theorem 11 to show that, for random samples of size n from a normal population with the variance 02, the sampling distribution of

23. Use Theorem 11 to show that, for random samples of size n from a normal population with the variance 02, the sampling distribution of 52 has the mean 02 and the 204 variance . (A general formula for the variance of 52 for random samples from any population with nite second and fourth moments may be found in the book by H. Cramr listed among the references at the end of this chapter.)
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