X1,..., Xn are independent uniform random variables, all with expected value µX = 7 and variance Var[X] = 3.
(a) What is the PDF of X1?
(b) What is Var[M16(X)], the variance of the sample mean based on 16 trials?
(c) What is P[X1 > 9], the probability that one outcome exceeds 9?
(d) Would you expect P[M16(X) > 9] to be bigger or smaller than P[X1 > 9]? To check your intuition, use the central limit theorem to estimate P[M16(X) > 9].