Let X1,..., Xn be a random sample, where X- and S2 are calculated in the usual way

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Let X1,..., Xn be a random sample, where X- and S2 are calculated in the usual way
(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

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:22 AM

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Let X1,..., Xn be a random sample, where X- and S2 are calculated in the usual way

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2n(n 1

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a b Although all of the calculations here are straightforward there is a tedious amount of bookkeepi...View the full answer

Statistical Inference

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