Question: Consider a sample X1,..., Xn of normally distributed random variables with mean and variance 2 = 1. (a) If n = 10, what is

Consider a sample X1,..., Xn of normally distributed random variables with mean μ and variance σ2 = 1.
(a) If n = 10, what is the probability that |μ - | ≤ 0.3?
(b) What is this probability when n = 30?

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