Statistics Associated with Normal Samples
Prepared by Pierre-Emmanuel Robert
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Suppose X1, X2, ...Xn is a random sample of size n from a normal distribution with mean μ and variance one. This Demonstration shows the sampling distributions of four statistics computed from this sample (blue box) along with the corresponding empirical distribution of the statistic over 2000 random samples. E and V denote the mean and variance, respectively, of the distribution over which they appear.