Question: Compare S and S (see Exercise 9.29), the two estimators of , to determine which is more efficient. Assume these estimators are found using
Compare S and S′ (see Exercise 9.29), the two estimators of σ , to determine which is more efficient. Assume these estimators are found using X , X , …, X , 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 is 2v, from Section 6.7.]
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