Question
Determine the minimum variance unbiased estimator of the mean of N identically distributed random variables for the case where the N random variables are correlated
Determine the minimum variance unbiased estimator of the mean of N identically distributed random variables for the case where the N random variables are correlated (with covariance matrix C). Explain why the solution is not very realistic in practice.
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Boundary Value Problems And Partial Differential Equations
Authors: David L Powers, Powers Shelley
6th Edition
0080884415, 9780080884417
