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If

`x_(1),x_(2),dots,x_(n)`

, be independent and identically distributed sample taken from

`N(\mu ,1)`

, our estimate is

`T(x)=(1)/(n)\sum_(m=1)^n x_(t)`

, then

```
T(x)?N(\mu ,(1)/(n))
T(x)?N(n\mu ,n)
T(x)?N(\mu ,1)
T(x)?\chi ^(2)(n)
```