# Question: x1xn are iid with n02 a determine the mean and...

###### Question details

X_{1},...,X_{n} are IID with N(0,^{2}).

a) Determine the mean and variance for (X (subscript 1)^2)

b) Show

sqrt(n)
* [ log ( 1/n ∑(from i=1 to n)
X_{i}^{2}) − log(σ^{2} ) ] d → N(0, 2).