Mathematics
Mathematics, 04.06.2020 13:11, dante766

g Let X1,X2,…,Xn be i. i.d. random variables with mean μ and variance σ2 . Denote the sample mean by X¯¯¯¯n=∑ni=1Xin . Assume that n is large enough that the central limit theorem (clt) holds. Find a random variable Z with approximate distribution N(0,1) , in terms of X¯¯¯¯n , n , μ and σ . (Note that μ and σ2 refers to the mean and variance of Xi , not X¯¯¯¯n .)

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g Let X1,X2,…,Xn be i. i.d. random variables with mean μ and variance σ2 . Denote the sample mea...

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