Mathematics, 09.11.2020 03:00 angelthompson2018
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Let X1, X2, … XN be i. i.d. random variables on a given probability space, each having a finite mean μ ≠ 0 and a finite standard deviation σ ≠ 0. Let SN = X1 + X2 + … + XN. What are the mean and variance, respectively, of the random variable Z = (SN – E(SN)) / (Var(SN))0.5?
A) μ, σ
B) μ, 0
C) 0, 1
D) 0, 0
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