Question: 5. Let X1 , ... , Xn be a random sample from N ( u , 62) distribution. Define X= -Er_1Xi and $2 = 1

 5. Let X1 , ... , Xn be a random sample

5. Let X1 , ... , Xn be a random sample from N ( u , 62) distribution. Define X= -Er_1Xi and $2 = 1 Er=1 (Xi - X )2 . n n-1 What is the distribution of (justify your answer): a) X , b) (n-1) $2/62 = En (Xi - X ) 2/62 , C) En-1(Xi - M )2/02, d) T = ( X - M) / (S/Vn)

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