Question: Let X1, . . . , Xn be a random sample from (a) a distribution with mean and variance 2 , (b) a normal distribution

Let X1, . . . , Xn be a random sample from (a) a distribution with mean and variance 2 , (b) a normal distribution with mean and variance 2 . In each part, determine the distribution of X. Justify. Specify whether the respective distribution is exact or approximate.

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