Question: Prove that '2, defined in Eq. (11.5.8), is an unbiased estimator of 2. You may assume that S2 has a 2 distribution with n

Prove that σ'2, defined in Eq. (11.5.8), is an unbiased estimator of σ2. You may assume that S2 has a χ2 distribution with n − p degrees of freedom.

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