Question: Use the appropriate transformation method to show that the sam- ple mean of n observations from a N(u, o) distribution, denoted as . .

Use the appropriate transformation method to show that the sam- ple mean

Use the appropriate transformation method to show that the sam- ple mean of n observations from a N(u, o) distribution, denoted as . . %3D is also normally distributed, for any sample size n 2 1. State the resulting distribution of X, including its parameters.

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