4. Let X₁, X₂,..., X be mutually independent and identically distributed randomvariables with means μ and variance o². Let X = (-1X)/n. Show that7112Σ(X₂ X)² = (X₂-µ)²= n(X-µ)²k=1k=1216nEX(X-X)² = (n − 1)0².(-X)²] =_k=1and henceEXPECTATION

Answered: Let X₁, X₂,..., X, be mutually…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Let X₁, X₂,..., X, be mutually independent and identically distributed random variables with means and variance o². Let X=(-1X)/n. Show that Σ(X₂ X)²-(X₂ µ)² n(X μ)² km1 km1 216 [2(X-XX]- and hence E (n-1)0². EXPECTATION