Question: 8.5.5 Let X I , . . . , X , be independent random variables with the common distribution N(p, a). Find constants a ,
8.5.5 Let X I , . . . , X , be independent random variables with the common distribution N(p, a). Find constants a , and ,& such that U = ( X I + . . + X , - a,)//3, and XI have the same distribution.
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