(A) Compute
has a t-distribution with 15 degrees of freedom.
(B) Compute
has a t-distribution with 150 degrees of freedom.
(C) How do you explain the difference between the results obtained in (A) and (B)?
(D) Compute
where Z is a standard normal random variable.
(E) Compare the results of (D) to the results obtained in (A) and (B). How do you explain the difference in these probabilities?
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