(Answered) Random variables with mean

Statistics

Question: Let X1, X2, · · · , Xn be i.i.d. random variables with mean µ and variance σ 2 , and let X_bar = (X1 + X2 + · · · + Xn)/ n be the sample mean. Show that for any i, Xi - X_bar and X_bar are uncorrelated. Please show step by step details and formulas.

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