Let X1, . . ., Xn be a random sample from an infinite population with finite variance
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Show that S'2 is a biased estimator for σ2, and that the bias of S'2 is €“ σ2 / n. Thus, S'2 is negatively biased, and so on average underestimates the variance. Note that S'2 is the MLE of σ2.
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Related Book For
Mathematical Statistics With Applications In R
ISBN: 9780124171138
2nd Edition
Authors: Chris P. Tsokos, K.M. Ramachandran
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