The random variable X has a uniform density function over the interval [?1, 1].
(a) Sketch probability density function of X. Find the mean and variance of X.
(b) If X bar (sample pop) is the average of 16 independent observations of X, what is the probability distribution (shape, mean, variance) of X (bar)?
(c) What range of values would correspond to the 95% most common values of X (bar)?