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 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?
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
