Suppose that Xi are i.n.i.d. (independent but not necessarily identically distributed) with E[Xi ] i and
Question:
Suppose that Xi are i.n.i.d. (independent but not necessarily identically distributed) with E[Xi ] Æ ¹i and var[Xi ] Æ ¾2i
.
(a) Find E h
Xn i
.
(b) Find var h
Xn i
.
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