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)