Let X1 and X2 be independent and identical normal random variables with common mean 3 and standard deviation 1. Consider the sample mean U = Xi+X2 a. What is the moment-generating function my (t) of U? [Hint: Refer to Proposition 3.1, mu (t) = mx,(G)mx, (t) - ] b. What is the distribution of U? c. Find the probability that the observed sample mean is between 2.8 and 3.2.

A First Course in Probability (10th Edition)
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Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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**Independent Normal Random Variables Analysis**

*Consideration and Analysis of Independent Normal Random Variables and Their Sample Mean*

Let \( X_1 \) and \( X_2 \) be independent and identical normal random variables with a common mean of 3 and a standard deviation of 1. We are examining the sample mean \( U = \frac{X_1 + X_2}{2} \).

**a. Moment-Generating Function of \( U \):**

What is the moment-generating function \( m_U(t) \) of \( U \)?

*Hint*: Refer to Proposition 3.1 for guidance.

\[ m_U(t) = m_{X_1}\left(\frac{t}{n}\right)m_{X_2}\left(\frac{t}{n}\right) \]

**b. Distribution of \( U \):**

What is the distribution of the sample mean \( U \)?

**c. Probability Calculations:**

Find the probability that the observed sample mean is between 2.8 and 3.2.

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*Note: The analysis requires understanding the properties of moment-generating functions and the distributions of normal random variables.*
Transcribed Image Text:Certainly! Here's the transcription suitable for an educational website: --- **Independent Normal Random Variables Analysis** *Consideration and Analysis of Independent Normal Random Variables and Their Sample Mean* Let \( X_1 \) and \( X_2 \) be independent and identical normal random variables with a common mean of 3 and a standard deviation of 1. We are examining the sample mean \( U = \frac{X_1 + X_2}{2} \). **a. Moment-Generating Function of \( U \):** What is the moment-generating function \( m_U(t) \) of \( U \)? *Hint*: Refer to Proposition 3.1 for guidance. \[ m_U(t) = m_{X_1}\left(\frac{t}{n}\right)m_{X_2}\left(\frac{t}{n}\right) \] **b. Distribution of \( U \):** What is the distribution of the sample mean \( U \)? **c. Probability Calculations:** Find the probability that the observed sample mean is between 2.8 and 3.2. --- *Note: The analysis requires understanding the properties of moment-generating functions and the distributions of normal random variables.*
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