Question: Let X1,... ,Xn be iid n(,2). Find a function of S2, the sample variance, say g(S2), that satisfies Eg(S2) = . (Hint: Try g(S2) =

Let X1,... ,Xn be iid n(μ,σ2). Find a function of S2, the sample variance, say g(S2), that satisfies Eg(S2) = σ. (Hint: Try g(S2) = c√S2, where c is a constant.)

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