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07-05-2024
Mathematics

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Let Z₁.......Zₙ ∼ i.i.d. F(z), where F(z) is a c.d.f. Let xᵢ = σZᵢ,i=1,.........,n. Show that(x₁/xₙ,........,xₙ₋₁/xₙ)T is ancillary for σ.

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