Question: 2.2 Consider the sample mean as a random variable defined by x D 1 N N X iD1 xi (2.23) where xi are identical independent

2.2 Consider the sample mean as a random variable defined by x D 1

N N

X iD1 xi (2.23)

where xi are identical independent random variables with mean  and variance 2.

Show that the variance of x is equal to 2=N.

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