8-20. Which of the following statements are true? (a) If X is N (, ), then X

8-20. Which of the following statements are true?

(a) If X is N (μ, σ), then X is N(μ, √σ

n ).

(b) If X is not N(μ, σ), then X is approximately N(μ, √σ

n ) for large n.

(c) If X is not N (μ, σ), then Y = ni

=1 Xi is approximately N nμ, σ

√

n

for large n.