Question: Suppose X i , . . . , X n are i.i.d. normally distributed with mean 0 and variance 2 . Let n 2 ^

SupposeXi,...,Xn are i.i.d. normally distributed with mean 0 and variance 2. Let n2^=n1i=1nXi2. Find the limiting distributions ofn2^ and of n^. Find a functiong() such that

n1/2[g(n^)g()]dN(0,1)

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