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Let X1, Xe,..., X, denote a sample of i.i.d. random variables with finite mean / and finite variance o'. Consider the sample sum of squares
Let X1, Xe,..., X, denote a sample of i.i.d. random variables with finite mean / and finite variance o'. Consider the sample sum of squares given by: 5xX = (X - X]]. a. Show that EXX= if i#j . otherwise . [3 marks] b. Hence show EXX] =2 + [2 marks] c. Show that ESxx] = (n- 1)g2 [4 marks] d. Hence show that the sample variance S" is unbiased for of. [1 mark] [Question total: 10]
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