If X; and independent, identically distributed (iid) Gaussian random variables with mean, μ, and variance, o², for i E {1,..., n}, what is the distribution of the sample mean? How is the sample variance related to a common distribution? Sketch the distributions from problem 3 and label key points.

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If X; and independent, identically distributed (iid) Gaussian random variables with mean, µ, and
variance, o², for i € {1, ..., n}, what is the distribution of the sample mean? How is the sample
variance related to a common distribution?
Sketch the distributions from problem 3 and label key points.
Transcribed Image Text:If X; and independent, identically distributed (iid) Gaussian random variables with mean, µ, and variance, o², for i € {1, ..., n}, what is the distribution of the sample mean? How is the sample variance related to a common distribution? Sketch the distributions from problem 3 and label key points.
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