Question: Compare S2 and S2 (see Exercise 9.29), the two estimators of 2, to determine which is more efficient. Assume these estimators are found using X1,
Compare S2 and S2 (see Exercise 9.29), the two estimators of σ2, to determine which is more efficient. Assume these estimators are found using X1, X2,...,Xn, independent random variables from n(x; μ, σ). Which estimator is more efficient considering only the variance of the estimators? [Hint: Make use of Theorem 8.4 and the fact that the variance of
χ2 v is 2v, from Section 6.7.]
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