Question: If X is a normal random variable with mean 10 and standard deviation 2, i.e. X ~ N (10, 4). Define and compare the sampling

If X is a normal random variable with mean 10 and standard deviation 2, i.e. X ~ N (10, 4). Define and compare the sampling distribution for samples of size: 

(a) 2, 

(b) 4,

(c) 16.

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