Question: Let us define S2 = n i=1 (Xi X) 2/n. Show that E(S2 ) = [(n 1)/n]2 , and hence S2 is a

Let us define S2 = n i=1

(Xi − X¯)

2/n. Show that E(S2

) = [(n − 1)/n]σ2

, and hence S2 is a biased estimator for σ2.

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