Question: Let Y 1 , Y 2 , . . . , Y n be a random sample of size n from a normal pdf having
Let Y1, Y2, . . . , Yn be a random sample of size n from a normal pdf having μ = 0. Show that S2n =
is a consistent estimator for σ2 = Var(Y).
i=l
Step by Step Solution
3.55 Rating (176 Votes )
There are 3 Steps involved in it
Since 0 for each i EY 1 2 2 By the weak low of large numbers demonstrated in Exampl... View full answer
Get step-by-step solutions from verified subject matter experts
Document Format (1 attachment)
681-M-C-M-S (866).docx
120 KBs Word File
