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2. Let X1, . .., Xn be iid ~ N(1, 02), where u and of are unknown. Is the sample mean X independent of Y

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2. Let X1, . .., Xn be iid ~ N(1, 02), where u and of are unknown. Is the sample mean X independent of Y = E(X, - X) - C(X, - X1)?? Justify your

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