Let Ui be IID random variables. Let U = 1 n n i=1 Ui. True or false,
Question:
Let Ui be IID random variables. Let U = 1 n
n i=1 Ui. True or false, and explain:
(a) E(Ui) is the same for all i.
(b) var(Ui) is the same for all i.
(c) E(Ui) = U.
(d) var(Ui) = 1 n
n i=1 (Ui ā U )2.
(e) var(Ui) = 1 nā1 n
i=1 (Ui ā U )2.
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