STAT 3460 Lecture Notes - Lecture 4: Linear Combination, Random Variable

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Adding a constant: if x is a random variable and b is a constant, then x + b = x + b and x + b. Means of linear combinaions of random variables. Independent random variables: if x1, , xn are independent random variables, and s1, , sn are sets, then p(x1. Independence and simple random samples: if x1, , xn is a sample random sample, then they are treated independently with the same distribuion. The mean and variance of a sample mean: if x1, , xn are independent and idenically distributed then x. X is equal to the mean of the distribuion of all the xi"s.

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