Let X 1 , . . . , X n be an i.i.d. sequence of normal random
Question:
Let X1, . . . , Xn be an i.i.d. sequence of normal random variables with mean μ and variance σ2. Let Sn = X1 + · · · + Xn.
(a) Suppose μ = 5 and σ2 = 1. Find P(|X1 − μ| ≤ σ).
(b) Suppose μ = 5, σ2 = 1, and n = 9. Find P(|Sn/n − μ| ≤ σ).
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