Question: 8. Let XI' X2 , . . be a sequence of independent variables distributed as N( t ( 2 ) . and let y =
8. Let XI' X2 , . •. be a sequence of independent variables distributed as N( t ( 2 ) . and let y" = [nX,, +1 - (XI + .. . +X,,)l! vn(n + 1) . Then the variables Y" Y2 , . • • are independently distributed as N(0. a2). Section 3
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