Give the iid samples X 1 ,X 2 , . . . of X, define the sequence
Question:
Note that each Yk is an example of Vʹ2, an estimate of the variance of X using two samples, given in Theorem 10.13. Show that if E[Xk] < for k = 1,2,3,4, then the samples mean Mn (Y) is a consistent , unbiased estimate of Var[X].
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X2k-1 + X2k X2k-1 = ( X2k-1 Yk
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Note that we can write Y k as Hence E Y k 12 E X 2 2k 2X 2k X 2k1 X 2 2k1 E ...View the full answer
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Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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