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4. (20 points) Let X1, X2, . .., Xn be iid N(u, 0?) random variables and let X, be the sample mean for a sample

4. (20 points) Let X1, X2, . .., Xn be iid N(u, 0?) random variables and let X, be the sample mean for a sample of size n. a. Define Yn = Xn+1 - Xn. Find the distribution of Yn

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