3.2 THE SAMPLING, OR PROBABILITY DISTRIBUTION OF THE SAMPLE MEAN X xk I. The sample mean and its distribution (1)The sample mean The sample mean can be treated as an r v, and it has its own PDF. Random sample and random variables: X1, X2,,Xn are called a random sample of size n if all these x are drawn independently from the same probability distribution(i. e, each, X, has the same PDF). The Xs are independently and identically distributed, random variables, i.e. i.i.d. random variables. each X included in the sample must have the same PdF: each X included in the sample is drawn independently of the others Random sampling: a sample of iid random variables, a iid sample.3.2 THE SAMPLING , OR PROBABILITY, DISTRIBUTION OF THE SAMPLE MEAN 1. The sample mean and its distribution （1）The sample mean The sample mean can be treated as an r.v., and it has its own PDF. Random sample and random variables: ——X1 , X2 ,..., Xn are called a random sample of size n if all these Xs are drawn independently from the same probability distribution (i.e., each, Xi has the same PDF). The Xs are independently and identically distributed, random variables，i.e. i.i.d. random variables. ·each X included in the sample must have the same PDF; ·each X included in the sample is drawn independently of the others. Random sampling: a sample of iid random variables, a iid sample. X