Question: Suppose random variables X1, . . . , Xn are independent and identicially distributed (i.i.d.) N(0, 1). What are the mean and variance of X=

Suppose random variables X1, . . . , Xn are independent and identicially distributed (i.i.d.) N(0, 1). What are the mean and variance of X= (X1 + . . . Xn)/n? You need to show the steps to get the conclusion.

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