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A note on the maximum deviation of the scale-contaminated normal to the best normal distribution

✍ Scribed by Dankmar Böhning; Roumporn Ruangroj


Book ID
105857086
Publisher
Springer
Year
2002
Tongue
English
Weight
63 KB
Volume
55
Category
Article
ISSN
0026-1335

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Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed