Suppose that X1, , Xn form a random sample from a normal distribution with mean 0 and unknown variance 2 a Determine the asymptotic distribution of the statistic b Find a variance stabilizing transformation for the statistic 1 n

Question: Suppose that X1, . . . , Xn form a random sample from a normal distribution with mean 0 and unknown variance 2. a. Determine

Suppose that X1, . . . , Xn form a random sample from a normal with mean 0 and unknown variance σ2.
a. Determine the asymptotic of the statistic
b. Find a variance stabilizing transformation for the statistic 1/n

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