Answer: N(μ, σ²/n).
- A N(μ, σ²)
- B N(μ, σ²/n)
- C N(0,1)
- D N(nμ, nσ²)
Correct answer: B. N(μ, σ²/n)
Explanation: CLT: X̄ = (X₁+…+Xₙ)/n. E[X̄] = μ, Var(X̄) = σ²/n. For large n, X̄ ~ N(μ, σ²/n) regardless of original distribution. Standardised: Z = (X̄−μ)/(σ/√n) ~ N(0,1). Typically n ≥ 30 suffices.
Venn diagram of the universal set U with events A and B, showing the intersection (A and B), the parts unique to each event, and the complement region outside both.
Concept context
Chance, events, conditional probability, and Bayes theorem