Let Xi,..., Xn be a random sample from a population with mean fi and variance Ï2. Show

Let Xi,..., Xn be a random sample from a population with mean fi and variance σ2. Show that

Thus, the normalization of X-n in the Central Limit Theorem gives random variables that have the same mean and variance as the limiting n(0,1) distribution.

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Vn(Xn - 4) = 1. EVn(X, – H) =0 and Var