Question: Consider VI, ... , yn Gaussian random variables with mean g, variance 02, and cov(yt, yj) = po if i j. Denote y =

Consider VI, ... , yn Gaussian random variables with mean g, variance

Consider VI, ... , yn Gaussian random variables with mean g, variance 02, and cov(yt, yj) = po if i j. Denote y = nl Yi. Is S2 = (n 1)1 GI)2 an unbiased estimator of 02?

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