10-11. Let {X1,X2, . . . ,Xn} constitute a set of sample random variables taken from a...
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10-11. Let {X1,X2, . . . ,Xn} constitute a set of sample random variables taken from a general population probability density function with E(Xi) = μ
=
μ,E(X2 i ) = μ
2, and E(X4 i ) = μ
4 all finite. Verify that S2 = ni
=1
(Xi−X)2 n−1 is a consistent estimator of σ2.
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Related Book For
Advanced Statistics From An Elementary Point Of View
ISBN: 9780120884940
1st Edition
Authors: Michael J Panik
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