2.5 If X1,...,Xn are iid n(, 2), show that Sr = [1/(n1)(xi x) 2] r/2 is...

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2.5 If X1,...,Xn are iid n(µ, σ2), show that Sr = [1/(n−1)(xi − ¯x)

2]

r/2 is an asymptotically unbiased estimator of σr.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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