Suppose that n people have their hats returned at random. Let Xi = 1 if the ith
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(a) E (X2 i) = 1/n.
(b) E (Xi • Xj) = 1/n (n − 1) for i 6≠ j.
(c) E (S2/n) = 2 (using (a) and (b)).
(d) V (Sn) = 1.
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