Use any statistical software
Pick a population with a particular distribution.
From the population use software to obtain k random samples (for example k = 10) each containing n elements (for example n = 30.)
Give the distributions of X̄
For each sample, calculate the value of the statistic and construct a histogram of the k values. This histogram gives the approximate sampling distribution of the statistic. The statics of interest are X̄ and V (X̄ )
Calculate E(X̄) and V (X̄)
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