Question

2. Let Xi, X2, X3, X4,X5 be a random sample of size 5 from a popula- tion following the standard normal distribution (mean 0 and variance 1), and let X Σ5 i Xi/5. Let 6 be another independent observation from the same popula- tion. What is the distribution of (b) Z-Σ51 (Xi-X)2, Why?

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