Let X1,..., Xn be a random sample, where X- and S2 are calculated in the usual way
Question:
(a)
Assume now that the X,s have a finite fourth moment, and denote 6 = EX*, 02 -
E(xi-e1y,j = 2,3,4
(b)Show that Var S2
(c) Find Cov(X-, S2) in terms of θ1,... ,θ4. Under what conditions is Cov(X-, S2) = 0? Establish
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2n(n 1
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