If the population distribution is N(μ,σ2), then the sample mean (Xˉ) of a random sample of size n drawn from the population is distributed as N(μ,σ2)N(μ,nσ2)N(0,1) μXˉ=μX and σXˉ=σX, but the shape of the Xˉ distribution is unknown.
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..,n be i.i.d. normal with Xi ~ N(μ, σ^2). Show more…
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