Suppose y1,yn have E(yi) = ????, var(yi) = ????2, and corr(yi, yj) = ???? for i
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Suppose y1,…yn have E(yi) = ????, var(yi) = ????2, and corr(yi, yj) = ???? for i ≠ j.
Show that E(s2) = ????2(1 − ????).
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Related Book For 
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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