A random sample of observations of are taken and the distribution of the sample mean is denoted .
(i) In the case where the sample size is 25, write down the distribution of the sample mean, .
(ii) Write down the standard deviation of .
(iii) Use the normal cumulative distribution function on your calculator to find
State which distribution, or , will have the smallest standard deviation. Give a reason for your answer.
Given that the variance of is 0.16, state the value of .
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