2. Let S2 =Σ=1(X₂-X)²n-1be the sample variance of a random sample X₁,..., Xn from a distribution withmean and variance o² > 0.(a) Show that E(S²) = 0²(b) Show that S² converges in Probability to o2

Given information is:For the expected value of sample variance:Where is the sample mean.The…

Answered: 2. Let S2 Ei=1(X₁-X) ² be the sample…

Linear Algebra: A Modern Introduction

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Author:David Poole

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Chapter4: Eigenvalues And Eigenvectors

Section4.6: Applications And The Perron-frobenius Theorem

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2. Let S2 Ei=1(X₁-X) ² be the sample variance of a random sample X₁, , Xn from a distribution with mean and variance o2 > 0. n-1 (a) Show that E(S²) = 0² (b) Show that S2 converges in Probability to 2