10-31. Suppose {X1,X2, . . . ,Xn} is a set of sample random variables taken from a...
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10-31. Suppose {X1,X2, . . . ,Xn} is a set of sample random variables taken from a population distribution that is N(μ, σ). Demonstrate thatni
=1(Xi − X)2 is a minimal sufficient statistic for σ2. Use this statistic to find an efficient estimator for σ2.
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Advanced Statistics From An Elementary Point Of View
ISBN: 9780120884940
1st Edition
Authors: Michael J Panik
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