Suppose X- and S2 are calculated from a random sample X1,...,Xn drawn from a population with finite

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Suppose X- and S2 are calculated from a random sample X1,...,Xn drawn from a population with finite variance σ2. We know that ES2 = σ2. Prove that ES ≤ σ, and if σ2 > 0, then ES < σ.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:20 AM

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Suppose X- and S2 are calculated from a random sample X1,...,Xn drawn from a population with finite

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Let gs s 2 Since g is a convex function we know from Jensens inequality that Eg S ...View the full answer

Statistical Inference

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