6、Let X₁,,Xn be independent and identically distributed random variables having expectedvalue and variance o². Let X = (X₁++Xn)/n. Compute(a) E[X] and Var(X), (b)Cov(Σ=1 Χk, Σ=2Xk).

Given information: EXi=μVXi=σ2X=X1+X2+....+Xnn

Answered: 6、 Let X₁,,Xn be independent and…

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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6、 Let X₁,,Xn be independent and identically distributed random variables having expected value and variance o². Let X = (X₁++Xn)/n. Compute (a) E[X] and Var(X), (b)Cov(E-1Xk. Ek=2 Xk). Σ.