6.136 Sample mean distribution.
Consider the following distribution for a discrete random variable :
−2 | −1 | 0 | 1 | |
1/4 | 1/4 | 1/4 | 1/4 |
Imagine a simple experiment of randomly generating a value for and recording it and then repeating a second time. Recognize that it is possible to get the same result on both trials. Finally, take the average of the two observed values.