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Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution. As this tag is ambiguous, please consider [survey-sampling] for the former and [monte-carlo] or [simulation] for the latter. For questions regarding creating random samples from known distributions, please consider using the [random-generation] tag.
0
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Expectation of sample averages from normal distribution
I have started this way: The probability that an element from the second sample is already in the first is $\dfrac{k}{n}$.
If $𝑝$ elements overlap between the two samples (and consequently $𝑘−𝑝$ wa …
8
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3
answers
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Expectation of sample averages from normal distribution
Let $n\geq 2$ i.i.d. normally distributed variables $s_i\sim\mathcal{N}\left(0,\sigma^2\right)$, with $i\in\left\{1,2,\dots,n\right\}$.
I draw two samples of $k<n$ variables, without replacement. The …