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  2. STATISTICS Part IB Example Sheet 3 (of 3) RJS/Lent ...

    https://www.dpmms.cam.ac.uk/study/IB/Statistics/2010-2011/Example3.pdf
    9 Mar 2011: Show further that AX Nm(Aµ, AΣA. T ). Give an alternative proof of this result using moment generating functions. ... What shape is this confidence set? 12. Download R from http://cran.r-project.org/.

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