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Consider VI, ... , yn Gaussian random variables with mean g, variance 02, and cov(yt, yj) = po if i j. Denote y =
Consider VI, ... , yn Gaussian random variables with mean g, variance 02, and cov(yt, yj) = po if i j. Denote y = nl Yi. Is S2 = (n 1)1 GI)2 an unbiased estimator of 02?
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Differential Equations With Boundary-Value Problems
Authors: Dennis G Zill, Ellen Monk, Warren S Wright
8th Edition
1285401298, 9781285401294
