Question: 18.14 Suppose that Yi, i = 1, 2, c, n, are i.i.d. with E(Yi) = m, var(Yi) = s2, and finite fourth moments. Show the
18.14 Suppose that Yi, i = 1, 2,
c, n, are i.i.d. with E(Yi) = m, var(Yi) = s2, and finite fourth moments. Show the following:
a. E1Y2i 2 = m2 + s2.
b. Y ¡ p m.
c.
1 na n
i = 1 Y2i
¡ p m2 + s2.
d.
1 na n
i = 1
(Yi - Y)2 =
1 na n
i = 1 Y2i
- Y2.
e.
1 na n
i = 1
(Yi - Y)2 ¡ p s2.
f. s2 =
1 n - 1a n
i = 1
(Yi - Y)2 ¡ p s2.
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