I have a question from my textbook. It said Let $\mathbf{X_1,X_2,...,X_{20}}$ be a random sample of size n=20 from an $N_6(\mathbf{\mu, \Sigma})$ population. Then the distribution of $\mathbf{\bar{X}}$ is $N_6(\mathbf{\mu, 1/20*\Sigma})$
My question: I am confused by 6 and 20 here. What is 6? What is 20? Also, $\mathbf{X_1,X_2,...,X_{20}}$ here we have 20 X's. Also, the sample of size n=20. Is this coincidence?