Let X1 be the sample mean based on a sample of size 25 drawn

Let X1 be the sample mean based on a sample of size 25 drawn from a normal distribution with mean 8 and variance 16. Let X2 be the sample mean based on

Solution

a and b follow a normal distribution

c and d follow a standard normal disribution (With mean 0 and standard deviation 1)

e follows a t distribution

f follows a standard t distribution, with mean 0 and standard deviation 1