Minor isssues with Exercise 9.6.6

[Pipe-Vash]

There is an issue with the variance of true sampling distribution, which should be $\mathbb{V}\left(\overline{X_n}\right)=1/n$ (not $1/n^2$). Thus, we will have $\overline{X_n}=\frac{1}{n} \sum X_i \sim \frac{1}{n} N(n \mu,n) = N(\mu, 1/n)$.

This change will induce a less concentrated distribution in comparison with the solution presented at this moment (as the scale should be $1/ \sqrt{n}$).