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7.11 Let X1, . . . , Xn be an i.i.d. sequence of normal random variables with mean ,u and variance 02. Let Sn :

7.11 Let X1, . . . , Xn be an i.i.d. sequence of normal random variables with mean ,u and variance 02. Let Sn : X1 + - - - + X\". (a) Suppose [.L = 5 and 0'2 = 1. Find P(\\X1 u' g a). (b) Suppose ,u = 5, 02 = 1, and n = 9. Find PUSH u] g a)

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