Let X1,X2,…,XnX_1, X_2, \ldots, X_nX1,X2,…,Xn be i.i.d. with mean μ\muμ and variance σ2\sigma^2σ2. What is Var(Xˉ)Var(\bar{X})Var(Xˉ) where Xˉ=1n∑Xi\bar{X} = \frac{1}{n}\sum X_iXˉ=n1∑Xi?
σ2\sigma^2σ2
σ2/n\sigma^2 / nσ2/n
σ2/n\sigma^2 / \sqrt{n}σ2/n
nσ2n\sigma^2nσ2