Question: Let X, X, X. be a random sample from a population with mean and variance o. Also, let X be the sample mean. (a) Show
Let X, X, X. be a random sample from a population with mean and variance o. Also, let X be the sample mean.
(a) Show that -xx- is an unbiased estimator of o
(b) Show that -xx-Xin is a biased estimator of or, and find the bias. (Use the fact that the sample variance is known to be unbiased for o.)
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