Question: Let Xi,i = 1, . . . , n be an i.i.d. sample with E(Xi) = and V (Xi) = ^2 < . Let 2

Let Xi,i = 1, . . . , n be an i.i.d. sample with E(Xi) = and V (Xi) = ^2 < . Let 2 = [1/ n 1] n i=1 (Xi X) ^2. Where X = (n i=1) Xi/n.

How do we prove that 2 is unbiased for 2? Then how do we prove that 2 is consistent for 2?

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