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Re: TransformedDistribution, distribution of a mean

• To: mathgroup at smc.vnet.net
• Subject: [mg120722] Re: TransformedDistribution, distribution of a mean
• From: Paul von Hippel <paulvonhippel at yahoo.com>
• Date: Sun, 7 Aug 2011 06:16:02 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• References: <201108060612.CAA13002@smc.vnet.net> <21F4E2DB-98AB-490F-ABBC-12C19828590F@mimuw.edu.pl>

Thanks for your thorough explanation. How would you show, in Mathematica, that the mean of M iid standard normal variables is distributed NormalDistribution[0,1/Sqrt[M]]?

Sent from my phone.
Please excuse my brevity.

On Aug 6, 2011, at 6:24 AM, Andrzej Kozlowski <akoz at mimuw.edu.pl> wrote:

>> The mean of M iid standard normal variables
>> is distributed NormalDistribution[0,1/Sqrt[M]].

• References:
  • TransformedDistribution, distribution of a mean
    • From: paulvonhippel at yahoo <paulvonhippel@yahoo.com>