Let the population x obey the normal distribution x ~ n (μ, σ ^ 2), and x1, X2,..., xn be a sample from the population, Let u = [√ n (x - μ)] / σ, then d (U)=(

Let the population x obey the normal distribution x ~ n (μ, σ ^ 2), and x1, X2,..., xn be a sample from the population, Let u = [√ n (x - μ)] / σ, then d (U)=(

U = n ^ (1 / 2) * (x ˉ - μ) / σ obeys the standard normal distribution
U N(0,1),
Therefore, D (U) = 1