Question: b. Let X1,X2,. . . ,Xn be an i.i.d. random sample from N(0,0') with 0 unknown. Let the sample variance be ' n 2 .

b. Let X1,X2,. . . ,Xn be an i.i.d. random sample

b. Let X1,X2,. . . ,Xn be an i.i.d. random sample from N(0,0') with 0 unknown. Let the sample variance be ' n 2 . . S} = 471;\". Find the distribution of $59 Find the mean and varlance of S}. c. Refer to part (b). Suppose Y1, Y2, . . . ,Yn are i.i.d. random variables from N (p, a) with p and 0 unknown. Let 5% be the sample variance of this sample. If the two samples of part (b) and (c) are independent what is the 2 distribution of jgr? Y

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