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5. Let (X1 ,X2, ...,Xn) be a random sample of size n from N ( ,u, 0'2 ). (10 marks) Y - # alx/n b. Show that (n 1132/02 has a Chi-square distribution...

Can you help me to solve this problem, i have no any idea about how to gp through this question. Thanks a lot.Screen Shot 2018-05-14 at 12.09.15 PM.png

Screen Shot 2018-05-14 at 12.09.15 PM.png

5. Let (X1 ,X2, ...,Xn) be a random sample of size n from N ( ,u, 0'2 ). (10 marks)
Y - # alx/n— b. Show that (n — 1132/02 has a Chi-square distribution with n—I degrees of fi'eedom,
where 32 = $2321“: — X)? a. Show that : N(0,1).

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