Suppose that X1,...,Xn are i.i.d. with a distribution that

Chapter 10, Problem 7

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Suppose that X1,...,Xn are i.i.d. with a distribution that has the p.d.f. in Eq. (10.7.2). Let Xn = 1 n n i=1 Xi. a. Prove that E(Xn) = . b. Prove that Var(Xn) = (1 + 99)2/n.

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