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Problem 4 Let X i : 1 i n be independent and identically distributed random variables with mean
and variance 2 . Let X = ( n 1 ) i = 1 n X i be the sample mean. Find Var ( X ) .

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  • 1. Problem 4 Let X i : 1 i n be independent and identically distributed random variables with mean and variance 2 . Let X = ( n 1 ) i = 1 n X i be the sample mean. Find Var ( X ) .