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Let x 1 , dots, x 1 5 be the observations from a random sample of size 1 5 from a standard normal distribution. a

Let

x_{1},

dots,

x_{15}

be the observations from a random sample of size

15

from a standard

normal distribution.

.

Write the Moment Generating Function of

x_{i}

.

What is the Moment Generating Function of the sample mean?

.

What is the distribution of the sample mean?

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