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According to me , the $\ce{Cl—Se—Cl}$ bond angle should be greater than $\ce{Cl —Se—O}$ bond angle because since oxygen is more electronegative than $\ce{Cl}$ , the orbital directed towards $\ce{O}$ will have more p character hence, the bond angle should be less than $\ce{Cl—Se—Cl}$ bond angle.

But in my book its written that the $\ce{Cl—Se—O}$ bond angle is greater. Why?

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    $\begingroup$ Yes they coexist within a single molecule [SeOCl2] $\endgroup$ – user8167818 Jun 29 '17 at 2:20
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My suspicion is that the info in the book relies on single-crystal x-ray diffraction experiment (1), where geometry of selenium oxydichloride cannot be determined solely from MO principles. So, here is the structure of dioxane-seleninyl-dichloride:

enter image description here

As far as you can see, Se1 atom has three more neighbors: O1 from another $\ce{[SeOCl2]}$ unit, and O2 + O3 from dioxanes. The bond angles correspond to those you discovered in the book, $\angle \ce{Cl1-Se-Cl2} = 95.6(3)$, and $\angle \ce{Cl1-Se-O} = 101.6(7)$:

enter image description here

The reason for that is given in the paper as well:

APPLICATION of the Gillespie-Nyholm theory to the molecules of seleninyl dichloride, $\ce{SeOCl2}$, ... leads to the same prediction for each: pyramidal geometry with the fourth position of a tetrahedron occupied by a lone pair. However, more detailed study of many non-metal compounds containing lone pairs has shown that the Gillespie-Nyholm approach gives an incomplete description of the bonding. The central atoms very frequently form additional bonds, of greater length than the primary covalent links. In the case of pyramidal molecules, it has been found that there are often three of these secondary bonds, completing a distorted octahedron around the central atom. Striking conformation of this has come from complexes (or solvates) of $\ce{SeOCl2}$. All show $\ce{Se-O}$ and $\ce{Se-Cl}$ secondary bonds, with distorted octahedral geometry, although in some cases the third secondary bond opposite the $\ce{Se-O}$ bond may be significantly longer than the other two secondary bonds. Furthermore, there are rare examples where a secondary bond has been replaced by two longer contacts, and it may be inferred from these results that the steric importance of the lone pair of electrons on $\ce{SeOCl2}$, varies. In those cases where an octahedron can be observed, the angles $\ce{X-Se-Y}$ ($\ce{X, Y}$ = $\ce{O}$ or $\ce{Cl}$) have been found to lie in the range 142 -- 173, and there appears to be no clear way of deciding which atoms, chlorine or oxygen, are going to form the secondary bonds. The present structure of $\ce{SeOCl2 * C4H8O}$, is, however, the first in which $\ce{SeOCl2}$, is involved in three secondary bonds to oxygen with the $\ce{SeOCl2}$, being classed as amphoteric.

Original

Long story short, your assumption would probably be correct for the "idealized" molecule in gas phase, whereas in reality there always will be a distortion as $\ce{As}$ strives to complete unsaturated coordination environment.

(1) Alcock, N. W.; Sawyer, J. F. J. Chem. Soc., Dalton Trans. 1980, No. 1, 115–120. DOI 10.1039/DT9800000115

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