Question: (b) Show that conditional on the observed data, the sampling variance of y is ms2 R(1 r1)n2, and that the expectation of s2

(b) Show that conditional on the observed data, the sampling variance of y∗ is ms2 R(1 − r−1)∕n2, and that the expectation of s2

∗ is s2 R(1 − r−1)(1 + rn−1(n − 1)−1).

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