Let X1,..., Xn be a random sample from a n(, 2) population. (a) Find expressions for 1,...,4,

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Let X1,..., Xn be a random sample from a n(μ, σ2) population.
(a) Find expressions for θ1,...,θ4, as defined in Exercise 5.8, in terms of μ and σ2.
(b) Use the results of Exercise 5.8, together with the results of part (a), to calculate Var σ2.
(c) Calculate Var S2 a completely different (and easier) way: Use the fact that (n - 1 )S2/σ2 ~ X2n-I.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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