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

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question
**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 \( \sigma^2 \).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
Recommended textbooks for you
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON