A1, A2, . An bê a sample a prmal Vith mean l variance o?. Find an unbiased estimator for o² and show that n n E(X; - X)² = E(X;) – nX². i=1 i=1

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.3: Special Probability Density Functions
Problem 30E
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Let X1, X2, ..., Xn be a random sample from a normal distribution with mean u and
variance o?. Find an unbiased estimator for o? and show that
ΣΧ-Χ-
E(X; - X)² = E(X²) – nX².
i=1
i=1
Transcribed Image Text:Let X1, X2, ..., Xn be a random sample from a normal distribution with mean u and variance o?. Find an unbiased estimator for o? and show that ΣΧ-Χ- E(X; - X)² = E(X²) – nX². i=1 i=1
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