Inferential Statisticshard
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Suppose X1,,XnX_1, \dots, X_n are i.i.d. N(μ,σ2)N(\mu, \sigma^2). The Wald statistic for testing H0:μ=μ0H_0: \mu = \mu_0 is W=n(Xˉμ0)2/σ^2W = n(\bar{X} - \mu_0)^2 / \hat{\sigma}^2. If the variance σ2\sigma^2 is unknown and estimated by the sample variance S2S^2, what is the exact distribution of WW?