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Review: Central Limit Theorem 1 point possible (graded) The Central Limit Theorem states that if X1,…,Xn...

Review: Central Limit Theorem

1 point possible (graded)

The Central Limit Theorem states that if X1,…,Xn are i.i.d. and

E[X1]=μ<∞ ; Var(X1)=σ2<∞,

then

n−−√[(1n∑i=1nXi)−μ]−→−−n→∞(d)Wwhere W∼N(0,?).

What is Var(W)? (Express your answer in terms of n, μ and σ).

Math   Statistics-And-Probability   
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