9.111 Consider the statistic S2 p , the pooled estimate of 2 discussed in Section 9.8. It is used when one is willing to assume

9.111 Consider the statistic S2 p , the pooled estimate of σ2 discussed in Section 9.8. It is used when one is willing to assume that σ2 1 = σ2 2 = σ2 . Show that the estimator is unbiased for σ2 [i.e., show that E(S2 p) = σ2 ].

You may make use of results from any theorem or example in this chapter.