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

Question details

X1,...,Xn are IID with N(0,\sigma2).

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

b) Show

√ n [ log ( 1 n ∑n i=1 X2 i ) − log(σ 2 ) ] d → N(0, 2).sqrt(n) *  [ log ( 1/n ∑(from i=1 to n) Xi2) − log(σ2 ) ] d → N(0, 2).

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