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Q105Section III (Statistics)105 of 145

nXˉ2n\bar X^2 is χ12\chi^2_1 when θ=0\theta=0 (non-central otherwise)

Based on a random sample of size nn from N(θ,1)N(\theta,1), the asymptotic distribution of nXˉ2n\bar X^2 is:

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