Find the variance of the sample standard deviation, Assuming that the Xi are IID Gaussian random variables
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Assuming that the Xi are IID Gaussian random variables with mean μ and variance σ2.
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73 m=1
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We can write the equation for s 2 a little differently using matrix transformations First make the ...View the full answer
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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