Question: Chapter 3 described a mixed normal distribution that differs only slightly from a standard normal. Suppose we randomly sample n = 25 observations from a

Chapter 3 described a mixed normal distribution that differs only slightly from a standard normal. Suppose we randomly sample n = 25 observations from a standard normal distribution. Then the squared standard error of the sample mean is 1/25. What is the squared standard error if sampling is from the mixed normal instead? What does this indicate about what might happen under slight departures from normality?

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