For an innite population with nite variance 2, show that the sample standard deviation S is a biased estimator for . Find an unbiased estimator

For an infinite population with finite variance σ2, show that the sample standard deviation S is a biased estimator for σ. Find an unbiased estimator of σ. [We have seen that S2 is an unbiasedestimatorofσ2.Fromthisexercise,weseethatafunctionofanunbiasedestimator need not be an unbiased estimator.]