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Mathematics, 23.09.2019 21:00 jerry7792

Gproblem 2i given n i. i.d. random variables x1, x2, . . , xn, each with mean Β΅ and variance Οƒ 2 > 0 (both unknown parameters), we saw in class that the sample mean x = 1 n pn i=1 xi is an unbiased estimator of the mean Β΅, whereas the so-called sample variance s 2 = 1 n βˆ’ 1 xn i=1 xi βˆ’ x ? 2 is an unbiased estimator of the variance Οƒ 2 . in other words, e(s 2 ) = Οƒ 2 . is s = √ s 2 an unbiased estimator of the standard deviation Οƒ? if not, does s tend to underestimate or overestimate the standard deviation? hint: very little computation is needed. start by writing the formula for computing the variance of s

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Gproblem 2i given n i. i.d. random variables x1, x2, . . , xn, each with mean Β΅ and variance Οƒ 2 &g...
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