. Suppose that a random sample is to be taken from the

Chapter 8, Problem 2

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QUESTION:

. Suppose that a random sample is to be taken from the normal distribution with unknown mean and standard deviation 2. How large a random sample must be taken in order that E (|Xn | 2) 0.1 for every possible value of ?

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QUESTION:

. Suppose that a random sample is to be taken from the normal distribution with unknown mean and standard deviation 2. How large a random sample must be taken in order that E (|Xn | 2) 0.1 for every possible value of ?

ANSWER:

Step 1 of 2

Random variable , when a random sample is from normal distribution with given parameters, has normal distribution with parameters

and variance

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