Example 9.3: Let X1, X2, ..., Xn be a random sample from a population mean and variance o². Show that the sample variance, S² - Σ(x₁ - x)²

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**Example 9.3**: Let \( X_1, X_2, \ldots, X_n \) be a random sample from a population mean \( \mu \) and variance \( \sigma^2 \). Show that the sample variance,

\[
S^2 = \frac{\sum (X_i - \overline{X})^2}{n-1}
\]

is an unbiased estimator of \( \sigma^2 \).
Transcribed Image Text:**Example 9.3**: Let \( X_1, X_2, \ldots, X_n \) be a random sample from a population mean \( \mu \) and variance \( \sigma^2 \). Show that the sample variance, \[ S^2 = \frac{\sum (X_i - \overline{X})^2}{n-1} \] is an unbiased estimator of \( \sigma^2 \).
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