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Q26Section A (Section A)26 of 60

Properties of Student t statistic

For n=1,2,3,…n=1, 2, 3, \dots, let the joint moment generating function of (X,Yn)(X, Y_n) be MX,Yn(t1,t2)=et122(1−2t2)−n2,t1∈R,t2<12.M_{X, Y_n}(t_1, t_2)=e^{\frac{t_1^2}{2}}(1-2t_2)^{-\frac{n}{2}},\quad t_1\in\mathbb{R}, t_2 < \frac{1}{2}. If Tn=nXYn,n≥1T_n = \frac{\sqrt{n}X}{\sqrt{Y_n}}, n\ge 1, then which one of the following statements is true?

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