Question: Suppose X- and S2 are calculated from a random sample X1,...,Xn drawn from a population with finite variance 2. We know that ES2 = 2.

Suppose X- and S2 are calculated from a random sample X1,...,Xn drawn from a population with finite variance σ2. We know that ES2 = σ2. Prove that ES ≤ σ, and if σ2 > 0, then ES < σ.

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