Statistics Associated with Normal Samples

Suppose X1, X2, … Xn is a random sample of size n from a normal distribution with mean m and variance one. This simulation shows the sampling distributions of four statistics computed from this sample (blue box) along with the corresponding empirical distribution of the statistic over 2000 random samples. E and V denote the mean and variance, respectively, of the distribution over which they appear.

This simulation runs on desktop using the free Wolfram Player. Download the Wolfram Player here.

Author: Pierre-Emmanuel Robert. Open content licensed under CC BY-NC-SA.

View the source code for this simulation