# Distribution of Y in a Random Sample

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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 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(Î¼, Î¸), 0< Î¸ <infinity, where Î¼ is ...

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The solution is provided in an attachment and is given step-by-step equationally.

$2.49