Question: Please help me understand the following question: CONTINUOUS RANDOM VARIABLES X;, i = 1, 2, ..., n, are i.i.d. N( u,62) n X = X

Please help me understand the following question:

CONTINUOUS RANDOM VARIABLES X;, i = 1, 2, ..., n, are i.i.d. N( u,62) n X = X n 2. Which of the following is TRUE? a. The larger is of, the smaller is Var (X) b. The larger is n, the smaller is Var (X) c. The smaller is u, the smaller is Var (X) d. All of the above are true

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