Deriving Expectation and Variance of the Sample Mean

Deriving Expectation and Variance of the Sample Mean

Suppose \(X_{1},X_{2},...,X_{n}\) is a random sample of size \(n\) taken from a population with mean \(\mu\) and variance \(\sigma^{2}\). If \(\bar{X}\) is the sample mean, show that \(\mathrm{E}(\bar{X})=\mu\) and \(\mathrm{Var}(\bar{X})=\frac{\sigma^{2}}{n}\).

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Answer:\(E(\bar X)=\mu\) and \(\operatorname{Var}(\bar X)=\frac{\sigma^2}{n}\)

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