What is the pdf of a statistic

Jeterion85

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Mar 6, 2020
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We know that [MATH]\bar X[/MATH]->N(μ,σ2/n) where Xi->N(μ,σ2).
What is it's pdf and , how get its probability using the pdf in the integral?
Is it dx or d[MATH]\bar X[/MATH]?
Thanks!!
 
We know that [MATH]\bar X[/MATH]->N(μ,σ2/n) where Xi->N(μ,σ2).
What is it's pdf and , how get its probability using the pdf in the integral?
Is it dx or d[MATH]\bar X[/MATH]?
Thanks!!
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