Question: Consider n independent and identically distributed random variables, X1,X2, . . . , Xn. Let Sn 1 n n i1 Xi . Find the

Consider n independent and identically distributed random variables, X1,X2, . . . , Xn. Let Sn  1 n

n i1 Xi . Find the variance of the random variable Sn as a function of the variance of Xi .

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