Problem

Suppose that X1, X2, . . . , Xn are independent U[0, 1] random variables. a. Sketch...

Suppose that X1, X2, . . . , Xn are independent U[0, 1] random variables.

a. Sketch F(x) and the standard deviation of Fn(x).

b. Generate many samples of size 16 on a computer; for each sample, plot Fn(x) and Fn(x) F(x). Relate what you see to your answer to (a).

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