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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hoosing among several different estimators of 0, select one that is unbiased.
Example 9.3: Let X₁, X2, ..., Xn be a random sample from a population mean and variance o².
Show that the sample variance,
- Σ(x₁ - x)²
=
n-1
is an unbiased estimator of o².
5²
Transcribed Image Text:hoosing among several different estimators of 0, select one that is unbiased. Example 9.3: Let X₁, X2, ..., Xn be a random sample from a population mean and variance o². Show that the sample variance, - Σ(x₁ - x)² = n-1 is an unbiased estimator of o². 5²
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