Let X 1 , X 2 , . . . , X n be a random sample

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Let X1, X2, . . . , Xn be a random sample of size n from a distribution that is N(μ, σ2), where σ2 > 0. Show that the sum Zn =Σn1 Xi does not have a limiting distribution.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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