Question: If n=3, {X 1 , X 2 , X 3 } are correlated but identically distributed as N(miu,1).Assume further that covers(X m ,X j )=0.5

If n=3, {X1, X2, X3 } are correlated but identically distributed as N(miu,1).Assume further that covers(Xm,Xj)=0.5|m-j|.

(1) Specify sampling distribution of Xbar.

(2)What is P(|Xbar-miu|<0.3)=?

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