Let T n be a random variable having a non-central chi-squared distribution with n degrees of freedom and non-centrality parameter   Show T n as the same asymptotic distribution as X 1 +···+ X n , for...


Let Tn
be a random variable having a non-central chi-squared distribution with n degrees of freedom and non-centrality parameter
  Show Tn
as the same asymptotic distribution as X1
+···+ Xn, for all n ≥ 1, where the Xj are i.i.d. random variables following a noncentral chi-squared distribution with 1. degree of freedom and non-centrality parameter
  Hence, use and show that
  is asymptotically normal. In particular, for
  verify that




May 04, 2022
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