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Let X1, ..., Xn be i.i.d. N(µ, σ^2 ) We know that S^ 2 is an...

Let X1, ..., Xn be i.i.d. N(µ, σ^2 )

We know that S^ 2 is an unbiased estimator for σ^ 2 . Show that S^2 X is a consistent estimator for σ^ 2

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