Random variables X_{1},X_{2},...,X_{n} are independent and identically distributed. 0 is a parameter of their distribution. If X_{1}, X_{2},...,X_{n}

a2linetagadaW

a2linetagadaW

Answered question

2021-05-26

Random variables X1,X2,...,Xn are independent and identically distributed. 0 is a parameter of their distribution.
If X1,X2,...,Xn are Normally distributed with unknown mean 0 and standard deviation 1, then XN(0,1n). Use this result to obtain a pivotal function of X and 0.

Answer & Explanation

aprovard

aprovard

Skilled2021-05-27Added 94 answers

Since X1,X2,...,Xn are IID random Variables such that,
XN(0,1n)
This implies
XiN(0,1)
Now,
Pivotal function for Mean can be written as
Z=(xμ)σn=(x0)1n

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