Question: Let X 1 , . . . , X n be i.i.d. random variables with mean and variance 2 . Let x =
Let X1, . . . , Xn be i.i.d. random variables with mean μ and variance σ2. Let x̅ = (X1 + · · · + Xn)/n be the average.
(a) Find E[x̅|X1].
(b) Find V[ x̅ |X1].
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