Give the iid samples X 1 ,X 2 , . . . of X, define the sequence

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Give the iid samples X1,X2, . . . of X, define the sequence Y1,Y2, . . .by

X2k-1 + X2k X2k-1 = ( X2k-1 Yk

Give the iid samples X1,X2, . . . of X,


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] < ˆž for k = 1,2,3,4, then the samples mean Mn (Y) is a consistent , unbiased estimate of Var[X].

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