Let X1 and X2 be independent and identical normal random variables with common mean 3 and standard deviation 1. Consider the sample mean U = Xi+X2 a. What is the moment-generating function my (t) of U? [Hint: Refer to Proposition 3.1, mu (t) = mx,(G)mx, (t) - ] b. What is the distribution of U? c. Find the probability that the observed sample mean is between 2.8 and 3.2.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Let X1 and X2 be independent and identical normal random variables with common
mean 3 and standard deviation 1. Consider the sample mean U = X+X2,
a. What is the moment-generating function my (t) of U? [Hint: Refer to Proposition
3.1, mu (t) = mx,(G)mx, (t) - ]
b. What is the distribution of U?
c. Find the probability that the observed sample mean is between 2.8 and 3.2.
Transcribed Image Text:Let X1 and X2 be independent and identical normal random variables with common mean 3 and standard deviation 1. Consider the sample mean U = X+X2, a. What is the moment-generating function my (t) of U? [Hint: Refer to Proposition 3.1, mu (t) = mx,(G)mx, (t) - ] b. What is the distribution of U? c. Find the probability that the observed sample mean is between 2.8 and 3.2.
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