X1, X2, , nare n independent zero mean Gaussian random variables M] / nis with equal variance o². Show that z = = [₁₁ + random variable with zero mean and o² = 0² /n. (Hint: use characteristic functions) + X Inis a Gaussian

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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X1, X2, , nare n independent zero mean Gaussian random variables
M] / nis
with equal variance o². Show that z =
= [₁₁
+
random variable with zero mean and o² = 0² /n. (Hint: use
characteristic functions)
+ X
Inis a Gaussian
Transcribed Image Text:X1, X2, , nare n independent zero mean Gaussian random variables M] / nis with equal variance o². Show that z = = [₁₁ + random variable with zero mean and o² = 0² /n. (Hint: use characteristic functions) + X Inis a Gaussian
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