Question: This exercise shows that the sample variance is an unbiased estimator of the population variance when Y..... Y are i.i.d. with mean y and variance
This exercise shows that the sample variance is an unbiased estimator of the population variance when Y..... Y are i.i.d. with mean y and variance a
a. Use Equation (2.31) to show that E[(Y - Y] = var(Y) - 2cov(YY)+var(Y).
b. Use Equation (2.33) to show that cov(Y.Y) = on.
c. Use the results in parts
(a) and
(b) to show that E(s) =
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