Question: (a) Show that Where Provides an independent, unbiased estimator for 2 in each of the k samples. (b) Show that SSE/2 has a chi-square distribution

(a) Show that

Where

Provides an independent, unbiased estimator for Ïƒ2 in each of the k samples.
(b) Show that SSE/Ïƒ2 has a chi-square distribution with N €“ k degrees of freedom, where

k n (n 1)S i-1

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