Let the random variable X follow a normal distribution with a mean of μ and a...

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Statistics

Let the random variable X follow a normal distribution with amean of μ and a standard deviation of σ. Let 1 be the mean of asample of 36 observations randomly chosen from this population, and2 be the mean of a sample of 25 observations randomly chosen fromthe same population.
a) How are 1 and 2 distributed? Write down the form of the densityfunction and the corresponding parameters.
b) Evaluate the statement:
?(?−0.2?< ?̅1 < ?+0.2?)

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aStandard error of sample mean from sample 1    See Answer
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