Question: 2. Let X1, X2, . . . be uncorrelated random variables, each having mean and variance 2. If X = n1(X1 + X2

2. Let X1, X2, . . . be uncorrelated random variables, each having mean μ and variance σ 2. If X = n−1(X1 + X2 + · · · + Xn), show that E

 1 n − 1 Xn i=1

(Xi − X)2

 = σ 2.

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