Let Y 1 , Y 2 , . . . , Y n be a random sample
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Let Y1, Y2, . . . , Yn be a random sample of size n from a normal pdf having μ = 0. Show that S2n = is a consistent estimator for σ2 = Var(Y).
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Since 0 for each i EY 1 2 2 By the weak low of large numbers demonstrated in Exampl...View the full answer
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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