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Distribution of Y in a Random Sample

Let X1, X2,...,Xn denote a random sample from a distribution that is N(&#956;, &#952;), 0<&#952;<infinity, where &#956; is unknown. Let Y = the sum from 1 to n of (Xi-Xbar)^2/n=V. What are the E[Y] and Var[Y].>0.

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Let X1, X2,..,Xn denote a random sample from a distribution that is N(μ, θ), 0< θ <infinity, where μ is ...

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