Question: Let n 2 and X 1 , . . . , X n be i.i.d. (independent and identically distributed) random variables, with = V a

Let n 2 and X1,...,Xn be i.i.d. (independent and identically distributed) random variables, with =Var(X1)<\infinity .

Calculate the expectation of the empirical variance

S2=n11i=1n(XX)2

What would have been the expectation if in S2 we had scaled with n instead of n 1?

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