Consider the statistic S 2 p , the pooled estimate of 2 . The estimator is
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Consider the statistic S2p, the pooled estimate of σ2. The estimator is discussed in Section 9.8. It is used when one is willing to assume that σ21 = σ22 = a2. Show that the estimator is unbiased for a2 (i.e., show that E(S2) = a2).
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